ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-155 |
121-195 |
0-040 |
0.1% |
120-310 |
| High |
121-202 |
121-205 |
0-003 |
0.0% |
121-257 |
| Low |
121-110 |
121-060 |
-0-050 |
-0.1% |
120-305 |
| Close |
121-197 |
121-105 |
-0-092 |
-0.2% |
121-210 |
| Range |
0-092 |
0-145 |
0-053 |
57.6% |
0-272 |
| ATR |
0-118 |
0-120 |
0-002 |
1.7% |
0-000 |
| Volume |
456,993 |
460,299 |
3,306 |
0.7% |
1,903,207 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-238 |
122-157 |
121-185 |
|
| R3 |
122-093 |
122-012 |
121-145 |
|
| R2 |
121-268 |
121-268 |
121-132 |
|
| R1 |
121-187 |
121-187 |
121-118 |
121-155 |
| PP |
121-123 |
121-123 |
121-123 |
121-108 |
| S1 |
121-042 |
121-042 |
121-092 |
121-010 |
| S2 |
120-298 |
120-298 |
121-078 |
|
| S3 |
120-153 |
120-217 |
121-065 |
|
| S4 |
120-008 |
120-072 |
121-025 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-007 |
123-220 |
122-040 |
|
| R3 |
123-055 |
122-268 |
121-285 |
|
| R2 |
122-103 |
122-103 |
121-260 |
|
| R1 |
121-316 |
121-316 |
121-235 |
122-050 |
| PP |
121-151 |
121-151 |
121-151 |
121-177 |
| S1 |
121-044 |
121-044 |
121-185 |
121-098 |
| S2 |
120-199 |
120-199 |
121-160 |
|
| S3 |
119-247 |
120-092 |
121-135 |
|
| S4 |
118-295 |
119-140 |
121-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-257 |
121-060 |
0-197 |
0.5% |
0-106 |
0.3% |
23% |
False |
True |
346,271 |
| 10 |
121-257 |
120-202 |
1-055 |
1.0% |
0-099 |
0.3% |
59% |
False |
False |
367,150 |
| 20 |
121-257 |
119-175 |
2-082 |
1.9% |
0-112 |
0.3% |
79% |
False |
False |
385,668 |
| 40 |
121-257 |
118-297 |
2-280 |
2.4% |
0-142 |
0.4% |
83% |
False |
False |
361,230 |
| 60 |
121-257 |
117-240 |
4-017 |
3.3% |
0-121 |
0.3% |
88% |
False |
False |
242,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-181 |
|
2.618 |
122-265 |
|
1.618 |
122-120 |
|
1.000 |
122-030 |
|
0.618 |
121-295 |
|
HIGH |
121-205 |
|
0.618 |
121-150 |
|
0.500 |
121-132 |
|
0.382 |
121-115 |
|
LOW |
121-060 |
|
0.618 |
120-290 |
|
1.000 |
120-235 |
|
1.618 |
120-145 |
|
2.618 |
120-000 |
|
4.250 |
119-084 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-132 |
121-156 |
| PP |
121-123 |
121-139 |
| S1 |
121-114 |
121-122 |
|