ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-100 |
121-185 |
0-085 |
0.2% |
121-187 |
| High |
121-205 |
121-237 |
0-032 |
0.1% |
121-252 |
| Low |
121-077 |
121-150 |
0-073 |
0.2% |
120-240 |
| Close |
121-185 |
121-212 |
0-027 |
0.1% |
121-185 |
| Range |
0-128 |
0-087 |
-0-041 |
-32.0% |
1-012 |
| ATR |
0-122 |
0-120 |
-0-003 |
-2.1% |
0-000 |
| Volume |
541,355 |
429,897 |
-111,458 |
-20.6% |
2,683,208 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-141 |
122-103 |
121-260 |
|
| R3 |
122-054 |
122-016 |
121-236 |
|
| R2 |
121-287 |
121-287 |
121-228 |
|
| R1 |
121-249 |
121-249 |
121-220 |
121-268 |
| PP |
121-200 |
121-200 |
121-200 |
121-209 |
| S1 |
121-162 |
121-162 |
121-204 |
121-181 |
| S2 |
121-113 |
121-113 |
121-196 |
|
| S3 |
121-026 |
121-075 |
121-188 |
|
| S4 |
120-259 |
120-308 |
121-164 |
|
|
| 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 |
121-237 |
120-240 |
0-317 |
0.8% |
0-136 |
0.3% |
92% |
True |
False |
524,516 |
| 10 |
121-277 |
120-240 |
1-037 |
0.9% |
0-116 |
0.3% |
82% |
False |
False |
463,078 |
| 20 |
121-277 |
120-240 |
1-037 |
0.9% |
0-111 |
0.3% |
82% |
False |
False |
420,971 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-125 |
0.3% |
93% |
False |
False |
418,061 |
| 60 |
121-277 |
118-297 |
2-300 |
2.4% |
0-129 |
0.3% |
93% |
False |
False |
334,108 |
| 80 |
121-277 |
117-030 |
4-247 |
3.9% |
0-111 |
0.3% |
96% |
False |
False |
250,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-287 |
|
2.618 |
122-145 |
|
1.618 |
122-058 |
|
1.000 |
122-004 |
|
0.618 |
121-291 |
|
HIGH |
121-237 |
|
0.618 |
121-204 |
|
0.500 |
121-194 |
|
0.382 |
121-183 |
|
LOW |
121-150 |
|
0.618 |
121-096 |
|
1.000 |
121-063 |
|
1.618 |
121-009 |
|
2.618 |
120-242 |
|
4.250 |
120-100 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-206 |
121-168 |
| PP |
121-200 |
121-124 |
| S1 |
121-194 |
121-080 |
|