ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
121-095 |
-0-100 |
-0.3% |
121-207 |
| High |
121-205 |
121-210 |
0-005 |
0.0% |
121-252 |
| Low |
121-060 |
121-080 |
0-020 |
0.1% |
121-060 |
| Close |
121-105 |
121-105 |
0-000 |
0.0% |
121-105 |
| Range |
0-145 |
0-130 |
-0-015 |
-10.3% |
0-192 |
| ATR |
0-120 |
0-120 |
0-001 |
0.6% |
0-000 |
| Volume |
460,299 |
538,026 |
77,727 |
16.9% |
1,817,349 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-202 |
122-123 |
121-176 |
|
| R3 |
122-072 |
121-313 |
121-141 |
|
| R2 |
121-262 |
121-262 |
121-129 |
|
| R1 |
121-183 |
121-183 |
121-117 |
121-222 |
| PP |
121-132 |
121-132 |
121-132 |
121-151 |
| S1 |
121-053 |
121-053 |
121-093 |
121-092 |
| S2 |
121-002 |
121-002 |
121-081 |
|
| S3 |
120-192 |
120-243 |
121-069 |
|
| S4 |
120-062 |
120-113 |
121-034 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-075 |
122-282 |
121-211 |
|
| R3 |
122-203 |
122-090 |
121-158 |
|
| R2 |
122-011 |
122-011 |
121-140 |
|
| R1 |
121-218 |
121-218 |
121-123 |
121-178 |
| PP |
121-139 |
121-139 |
121-139 |
121-119 |
| S1 |
121-026 |
121-026 |
121-087 |
120-306 |
| S2 |
120-267 |
120-267 |
121-070 |
|
| S3 |
120-075 |
120-154 |
121-052 |
|
| S4 |
119-203 |
119-282 |
120-319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-252 |
121-060 |
0-192 |
0.5% |
0-102 |
0.3% |
23% |
False |
False |
363,469 |
| 10 |
121-257 |
120-305 |
0-272 |
0.7% |
0-101 |
0.3% |
44% |
False |
False |
372,055 |
| 20 |
121-257 |
119-252 |
2-005 |
1.7% |
0-111 |
0.3% |
76% |
False |
False |
394,398 |
| 40 |
121-257 |
118-297 |
2-280 |
2.4% |
0-140 |
0.4% |
83% |
False |
False |
374,205 |
| 60 |
121-257 |
117-240 |
4-017 |
3.3% |
0-123 |
0.3% |
88% |
False |
False |
251,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-122 |
|
2.618 |
122-230 |
|
1.618 |
122-100 |
|
1.000 |
122-020 |
|
0.618 |
121-290 |
|
HIGH |
121-210 |
|
0.618 |
121-160 |
|
0.500 |
121-145 |
|
0.382 |
121-130 |
|
LOW |
121-080 |
|
0.618 |
121-000 |
|
1.000 |
120-270 |
|
1.618 |
120-190 |
|
2.618 |
120-060 |
|
4.250 |
119-168 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-145 |
121-135 |
| PP |
121-132 |
121-125 |
| S1 |
121-118 |
121-115 |
|