ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-312 |
0-097 |
0.2% |
121-187 |
| High |
122-007 |
122-115 |
0-108 |
0.3% |
121-252 |
| Low |
121-030 |
121-307 |
0-277 |
0.7% |
120-240 |
| Close |
121-277 |
122-080 |
0-123 |
0.3% |
121-185 |
| Range |
0-297 |
0-128 |
-0-169 |
-56.9% |
1-012 |
| ATR |
0-128 |
0-130 |
0-002 |
1.7% |
0-000 |
| Volume |
634,458 |
639,992 |
5,534 |
0.9% |
2,683,208 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-125 |
123-070 |
122-150 |
|
| R3 |
122-317 |
122-262 |
122-115 |
|
| R2 |
122-189 |
122-189 |
122-103 |
|
| R1 |
122-134 |
122-134 |
122-092 |
122-162 |
| PP |
122-061 |
122-061 |
122-061 |
122-074 |
| S1 |
122-006 |
122-006 |
122-068 |
122-034 |
| S2 |
121-253 |
121-253 |
122-057 |
|
| S3 |
121-125 |
121-198 |
122-045 |
|
| S4 |
120-317 |
121-070 |
122-010 |
|
|
| 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 |
122-115 |
121-030 |
1-085 |
1.0% |
0-138 |
0.4% |
91% |
True |
False |
509,157 |
| 10 |
122-115 |
120-240 |
1-195 |
1.3% |
0-135 |
0.3% |
93% |
True |
False |
499,793 |
| 20 |
122-115 |
120-240 |
1-195 |
1.3% |
0-121 |
0.3% |
93% |
True |
False |
440,937 |
| 40 |
122-115 |
118-297 |
3-138 |
2.8% |
0-122 |
0.3% |
97% |
True |
False |
421,971 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-133 |
0.3% |
97% |
True |
False |
360,081 |
| 80 |
122-115 |
117-200 |
4-235 |
3.9% |
0-116 |
0.3% |
98% |
True |
False |
270,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-019 |
|
2.618 |
123-130 |
|
1.618 |
123-002 |
|
1.000 |
122-243 |
|
0.618 |
122-194 |
|
HIGH |
122-115 |
|
0.618 |
122-066 |
|
0.500 |
122-051 |
|
0.382 |
122-036 |
|
LOW |
121-307 |
|
0.618 |
121-228 |
|
1.000 |
121-179 |
|
1.618 |
121-100 |
|
2.618 |
120-292 |
|
4.250 |
120-083 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-024 |
| PP |
122-061 |
121-288 |
| S1 |
122-051 |
121-232 |
|