ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
121-187 |
-0-008 |
0.0% |
121-100 |
| High |
121-222 |
121-252 |
0-030 |
0.1% |
121-277 |
| Low |
121-160 |
121-120 |
-0-040 |
-0.1% |
121-100 |
| Close |
121-187 |
121-140 |
-0-047 |
-0.1% |
121-187 |
| Range |
0-062 |
0-132 |
0-070 |
112.9% |
0-177 |
| ATR |
0-112 |
0-113 |
0-001 |
1.3% |
0-000 |
| Volume |
310,295 |
490,521 |
180,226 |
58.1% |
1,861,729 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-247 |
122-165 |
121-213 |
|
| R3 |
122-115 |
122-033 |
121-176 |
|
| R2 |
121-303 |
121-303 |
121-164 |
|
| R1 |
121-221 |
121-221 |
121-152 |
121-196 |
| PP |
121-171 |
121-171 |
121-171 |
121-158 |
| S1 |
121-089 |
121-089 |
121-128 |
121-064 |
| S2 |
121-039 |
121-039 |
121-116 |
|
| S3 |
120-227 |
120-277 |
121-104 |
|
| S4 |
120-095 |
120-145 |
121-067 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-079 |
122-310 |
121-284 |
|
| R3 |
122-222 |
122-133 |
121-236 |
|
| R2 |
122-045 |
122-045 |
121-219 |
|
| R1 |
121-276 |
121-276 |
121-203 |
122-000 |
| PP |
121-188 |
121-188 |
121-188 |
121-210 |
| S1 |
121-099 |
121-099 |
121-171 |
121-144 |
| S2 |
121-011 |
121-011 |
121-155 |
|
| S3 |
120-154 |
120-242 |
121-138 |
|
| S4 |
119-297 |
120-065 |
121-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-277 |
121-120 |
0-157 |
0.4% |
0-095 |
0.2% |
13% |
False |
True |
401,640 |
| 10 |
121-277 |
121-060 |
0-217 |
0.6% |
0-108 |
0.3% |
37% |
False |
False |
412,887 |
| 20 |
121-277 |
120-115 |
1-162 |
1.2% |
0-105 |
0.3% |
72% |
False |
False |
399,259 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-131 |
0.3% |
85% |
False |
False |
408,825 |
| 60 |
121-277 |
118-250 |
3-027 |
2.5% |
0-123 |
0.3% |
86% |
False |
False |
290,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-173 |
|
2.618 |
122-278 |
|
1.618 |
122-146 |
|
1.000 |
122-064 |
|
0.618 |
122-014 |
|
HIGH |
121-252 |
|
0.618 |
121-202 |
|
0.500 |
121-186 |
|
0.382 |
121-170 |
|
LOW |
121-120 |
|
0.618 |
121-038 |
|
1.000 |
120-308 |
|
1.618 |
120-226 |
|
2.618 |
120-094 |
|
4.250 |
119-199 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-186 |
121-186 |
| PP |
121-171 |
121-171 |
| S1 |
121-155 |
121-155 |
|