ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-020 |
120-252 |
-0-088 |
-0.2% |
121-100 |
| High |
121-040 |
121-125 |
0-085 |
0.2% |
121-277 |
| Low |
120-240 |
120-242 |
0-002 |
0.0% |
121-100 |
| Close |
120-267 |
121-097 |
0-150 |
0.4% |
121-187 |
| Range |
0-120 |
0-203 |
0-083 |
69.2% |
0-177 |
| ATR |
0-115 |
0-122 |
0-006 |
5.4% |
0-000 |
| Volume |
541,530 |
535,045 |
-6,485 |
-1.2% |
1,861,729 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-017 |
122-260 |
121-209 |
|
| R3 |
122-134 |
122-057 |
121-153 |
|
| R2 |
121-251 |
121-251 |
121-134 |
|
| R1 |
121-174 |
121-174 |
121-116 |
121-212 |
| PP |
121-048 |
121-048 |
121-048 |
121-067 |
| S1 |
120-291 |
120-291 |
121-078 |
121-010 |
| S2 |
120-165 |
120-165 |
121-060 |
|
| S3 |
119-282 |
120-088 |
121-041 |
|
| S4 |
119-079 |
119-205 |
120-305 |
|
|
| 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% |
0-132 |
0.3% |
53% |
False |
False |
490,429 |
| 10 |
121-277 |
120-240 |
1-037 |
0.9% |
0-120 |
0.3% |
50% |
False |
False |
454,160 |
| 20 |
121-277 |
120-202 |
1-075 |
1.0% |
0-109 |
0.3% |
54% |
False |
False |
410,655 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-128 |
0.3% |
81% |
False |
False |
417,518 |
| 60 |
121-277 |
118-297 |
2-300 |
2.4% |
0-127 |
0.3% |
81% |
False |
False |
317,957 |
| 80 |
121-277 |
117-030 |
4-247 |
3.9% |
0-108 |
0.3% |
88% |
False |
False |
238,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-028 |
|
2.618 |
123-016 |
|
1.618 |
122-133 |
|
1.000 |
122-008 |
|
0.618 |
121-250 |
|
HIGH |
121-125 |
|
0.618 |
121-047 |
|
0.500 |
121-024 |
|
0.382 |
121-000 |
|
LOW |
120-242 |
|
0.618 |
120-117 |
|
1.000 |
120-039 |
|
1.618 |
119-234 |
|
2.618 |
119-031 |
|
4.250 |
118-019 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-072 |
121-076 |
| PP |
121-048 |
121-055 |
| S1 |
121-024 |
121-034 |
|