ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-127 |
121-020 |
-0-107 |
-0.3% |
121-100 |
| High |
121-147 |
121-040 |
-0-107 |
-0.3% |
121-277 |
| Low |
121-005 |
120-240 |
-0-085 |
-0.2% |
121-100 |
| Close |
121-022 |
120-267 |
-0-075 |
-0.2% |
121-187 |
| Range |
0-142 |
0-120 |
-0-022 |
-15.5% |
0-177 |
| ATR |
0-115 |
0-115 |
0-000 |
0.3% |
0-000 |
| Volume |
574,757 |
541,530 |
-33,227 |
-5.8% |
1,861,729 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-009 |
121-258 |
121-013 |
|
| R3 |
121-209 |
121-138 |
120-300 |
|
| R2 |
121-089 |
121-089 |
120-289 |
|
| R1 |
121-018 |
121-018 |
120-278 |
120-314 |
| PP |
120-289 |
120-289 |
120-289 |
120-277 |
| S1 |
120-218 |
120-218 |
120-256 |
120-194 |
| S2 |
120-169 |
120-169 |
120-245 |
|
| S3 |
120-049 |
120-098 |
120-234 |
|
| S4 |
119-249 |
119-298 |
120-201 |
|
|
| 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 |
121-252 |
120-240 |
1-012 |
0.9% |
0-104 |
0.3% |
8% |
False |
True |
461,713 |
| 10 |
121-277 |
120-240 |
1-037 |
0.9% |
0-114 |
0.3% |
8% |
False |
True |
446,686 |
| 20 |
121-277 |
120-115 |
1-162 |
1.2% |
0-109 |
0.3% |
32% |
False |
False |
411,995 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-128 |
0.3% |
65% |
False |
False |
415,270 |
| 60 |
121-277 |
118-270 |
3-007 |
2.5% |
0-125 |
0.3% |
66% |
False |
False |
309,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-230 |
|
2.618 |
122-034 |
|
1.618 |
121-234 |
|
1.000 |
121-160 |
|
0.618 |
121-114 |
|
HIGH |
121-040 |
|
0.618 |
120-314 |
|
0.500 |
120-300 |
|
0.382 |
120-286 |
|
LOW |
120-240 |
|
0.618 |
120-166 |
|
1.000 |
120-120 |
|
1.618 |
120-046 |
|
2.618 |
119-246 |
|
4.250 |
119-050 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-300 |
121-086 |
| PP |
120-289 |
121-040 |
| S1 |
120-278 |
120-313 |
|