ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
120-252 |
121-100 |
0-168 |
0.4% |
121-187 |
| High |
121-125 |
121-205 |
0-080 |
0.2% |
121-252 |
| Low |
120-242 |
121-077 |
0-155 |
0.4% |
120-240 |
| Close |
121-097 |
121-185 |
0-088 |
0.2% |
121-185 |
| Range |
0-203 |
0-128 |
-0-075 |
-36.9% |
1-012 |
| ATR |
0-122 |
0-122 |
0-000 |
0.4% |
0-000 |
| Volume |
535,045 |
541,355 |
6,310 |
1.2% |
2,683,208 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-220 |
122-170 |
121-255 |
|
| R3 |
122-092 |
122-042 |
121-220 |
|
| R2 |
121-284 |
121-284 |
121-208 |
|
| R1 |
121-234 |
121-234 |
121-197 |
121-259 |
| PP |
121-156 |
121-156 |
121-156 |
121-168 |
| S1 |
121-106 |
121-106 |
121-173 |
121-131 |
| S2 |
121-028 |
121-028 |
121-162 |
|
| S3 |
120-220 |
120-298 |
121-150 |
|
| S4 |
120-092 |
120-170 |
121-115 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-155 |
124-022 |
122-048 |
|
| R3 |
123-143 |
123-010 |
121-276 |
|
| R2 |
122-131 |
122-131 |
121-246 |
|
| R1 |
121-318 |
121-318 |
121-215 |
121-218 |
| PP |
121-119 |
121-119 |
121-119 |
121-069 |
| S1 |
120-306 |
120-306 |
121-155 |
120-206 |
| S2 |
120-107 |
120-107 |
121-124 |
|
| S3 |
119-095 |
119-294 |
121-094 |
|
| S4 |
118-083 |
118-282 |
121-002 |
|
|
| 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% |
0-145 |
0.4% |
80% |
False |
False |
536,641 |
| 10 |
121-277 |
120-240 |
1-037 |
0.9% |
0-120 |
0.3% |
74% |
False |
False |
454,493 |
| 20 |
121-277 |
120-240 |
1-037 |
0.9% |
0-110 |
0.3% |
74% |
False |
False |
413,274 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-129 |
0.3% |
90% |
False |
False |
418,293 |
| 60 |
121-277 |
118-297 |
2-300 |
2.4% |
0-129 |
0.3% |
90% |
False |
False |
326,958 |
| 80 |
121-277 |
117-030 |
4-247 |
3.9% |
0-110 |
0.3% |
94% |
False |
False |
245,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-109 |
|
2.618 |
122-220 |
|
1.618 |
122-092 |
|
1.000 |
122-013 |
|
0.618 |
121-284 |
|
HIGH |
121-205 |
|
0.618 |
121-156 |
|
0.500 |
121-141 |
|
0.382 |
121-126 |
|
LOW |
121-077 |
|
0.618 |
120-318 |
|
1.000 |
120-269 |
|
1.618 |
120-190 |
|
2.618 |
120-062 |
|
4.250 |
119-173 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-170 |
121-144 |
| PP |
121-156 |
121-103 |
| S1 |
121-141 |
121-062 |
|