ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-185 |
121-200 |
0-015 |
0.0% |
121-187 |
| High |
121-237 |
121-242 |
0-005 |
0.0% |
121-252 |
| Low |
121-150 |
121-190 |
0-040 |
0.1% |
120-240 |
| Close |
121-212 |
121-227 |
0-015 |
0.0% |
121-185 |
| Range |
0-087 |
0-052 |
-0-035 |
-40.2% |
1-012 |
| ATR |
0-120 |
0-115 |
-0-005 |
-4.0% |
0-000 |
| Volume |
429,897 |
300,083 |
-129,814 |
-30.2% |
2,683,208 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-056 |
122-033 |
121-256 |
|
| R3 |
122-004 |
121-301 |
121-241 |
|
| R2 |
121-272 |
121-272 |
121-237 |
|
| R1 |
121-249 |
121-249 |
121-232 |
121-260 |
| PP |
121-220 |
121-220 |
121-220 |
121-225 |
| S1 |
121-197 |
121-197 |
121-222 |
121-208 |
| S2 |
121-168 |
121-168 |
121-217 |
|
| S3 |
121-116 |
121-145 |
121-213 |
|
| S4 |
121-064 |
121-093 |
121-198 |
|
|
| 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 |
121-242 |
120-240 |
1-002 |
0.8% |
0-118 |
0.3% |
95% |
True |
False |
469,582 |
| 10 |
121-277 |
120-240 |
1-037 |
0.9% |
0-108 |
0.3% |
86% |
False |
False |
447,267 |
| 20 |
121-277 |
120-240 |
1-037 |
0.9% |
0-110 |
0.3% |
86% |
False |
False |
419,157 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-122 |
0.3% |
95% |
False |
False |
412,750 |
| 60 |
121-277 |
118-297 |
2-300 |
2.4% |
0-130 |
0.3% |
95% |
False |
False |
339,048 |
| 80 |
121-277 |
117-030 |
4-247 |
3.9% |
0-112 |
0.3% |
97% |
False |
False |
254,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-143 |
|
2.618 |
122-058 |
|
1.618 |
122-006 |
|
1.000 |
121-294 |
|
0.618 |
121-274 |
|
HIGH |
121-242 |
|
0.618 |
121-222 |
|
0.500 |
121-216 |
|
0.382 |
121-210 |
|
LOW |
121-190 |
|
0.618 |
121-158 |
|
1.000 |
121-138 |
|
1.618 |
121-106 |
|
2.618 |
121-054 |
|
4.250 |
120-289 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-223 |
121-204 |
| PP |
121-220 |
121-182 |
| S1 |
121-216 |
121-160 |
|