ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-202 |
121-227 |
0-025 |
0.1% |
121-207 |
| High |
121-275 |
121-277 |
0-002 |
0.0% |
121-252 |
| Low |
121-142 |
121-192 |
0-050 |
0.1% |
121-060 |
| Close |
121-242 |
121-250 |
0-008 |
0.0% |
121-105 |
| Range |
0-133 |
0-085 |
-0-048 |
-36.1% |
0-192 |
| ATR |
0-122 |
0-119 |
-0-003 |
-2.2% |
0-000 |
| Volume |
458,190 |
357,731 |
-100,459 |
-21.9% |
1,817,349 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
122-137 |
121-297 |
|
| R3 |
122-090 |
122-052 |
121-273 |
|
| R2 |
122-005 |
122-005 |
121-266 |
|
| R1 |
121-287 |
121-287 |
121-258 |
121-306 |
| PP |
121-240 |
121-240 |
121-240 |
121-249 |
| S1 |
121-202 |
121-202 |
121-242 |
121-221 |
| S2 |
121-155 |
121-155 |
121-234 |
|
| S3 |
121-070 |
121-117 |
121-227 |
|
| S4 |
120-305 |
121-032 |
121-203 |
|
|
| 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 |
121-277 |
121-060 |
0-217 |
0.6% |
0-124 |
0.3% |
88% |
True |
False |
431,659 |
| 10 |
121-277 |
121-060 |
0-217 |
0.6% |
0-109 |
0.3% |
88% |
True |
False |
379,479 |
| 20 |
121-277 |
120-097 |
1-180 |
1.3% |
0-110 |
0.3% |
95% |
True |
False |
391,602 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-138 |
0.4% |
97% |
True |
False |
399,214 |
| 60 |
121-277 |
117-240 |
4-037 |
3.4% |
0-125 |
0.3% |
98% |
True |
False |
270,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-318 |
|
2.618 |
122-180 |
|
1.618 |
122-095 |
|
1.000 |
122-042 |
|
0.618 |
122-010 |
|
HIGH |
121-277 |
|
0.618 |
121-245 |
|
0.500 |
121-234 |
|
0.382 |
121-224 |
|
LOW |
121-192 |
|
0.618 |
121-139 |
|
1.000 |
121-107 |
|
1.618 |
121-054 |
|
2.618 |
120-289 |
|
4.250 |
120-151 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-245 |
121-230 |
| PP |
121-240 |
121-209 |
| S1 |
121-234 |
121-188 |
|