ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
122-072 |
121-295 |
-0-097 |
-0.2% |
121-185 |
| High |
122-085 |
122-020 |
-0-065 |
-0.2% |
122-115 |
| Low |
121-272 |
121-240 |
-0-032 |
-0.1% |
121-030 |
| Close |
121-300 |
121-247 |
-0-053 |
-0.1% |
121-300 |
| Range |
0-133 |
0-100 |
-0-033 |
-24.8% |
1-085 |
| ATR |
0-130 |
0-128 |
-0-002 |
-1.7% |
0-000 |
| Volume |
543,643 |
341,490 |
-202,153 |
-37.2% |
2,548,073 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-256 |
122-191 |
121-302 |
|
| R3 |
122-156 |
122-091 |
121-274 |
|
| R2 |
122-056 |
122-056 |
121-265 |
|
| R1 |
121-311 |
121-311 |
121-256 |
121-294 |
| PP |
121-276 |
121-276 |
121-276 |
121-267 |
| S1 |
121-211 |
121-211 |
121-238 |
121-194 |
| S2 |
121-176 |
121-176 |
121-229 |
|
| S3 |
121-076 |
121-111 |
121-220 |
|
| S4 |
120-296 |
121-011 |
121-192 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-190 |
125-010 |
122-203 |
|
| R3 |
124-105 |
123-245 |
122-091 |
|
| R2 |
123-020 |
123-020 |
122-054 |
|
| R1 |
122-160 |
122-160 |
122-017 |
122-250 |
| PP |
121-255 |
121-255 |
121-255 |
121-300 |
| S1 |
121-075 |
121-075 |
121-263 |
121-165 |
| S2 |
120-170 |
120-170 |
121-226 |
|
| S3 |
119-085 |
119-310 |
121-189 |
|
| S4 |
118-000 |
118-225 |
121-077 |
|
|
| 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% |
0-142 |
0.4% |
54% |
False |
False |
491,933 |
| 10 |
122-115 |
120-240 |
1-195 |
1.3% |
0-139 |
0.4% |
63% |
False |
False |
508,225 |
| 20 |
122-115 |
120-240 |
1-195 |
1.3% |
0-123 |
0.3% |
63% |
False |
False |
460,556 |
| 40 |
122-115 |
119-145 |
2-290 |
2.4% |
0-120 |
0.3% |
80% |
False |
False |
426,331 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-134 |
0.3% |
83% |
False |
False |
374,416 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-118 |
0.3% |
87% |
False |
False |
281,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-125 |
|
2.618 |
122-282 |
|
1.618 |
122-182 |
|
1.000 |
122-120 |
|
0.618 |
122-082 |
|
HIGH |
122-020 |
|
0.618 |
121-302 |
|
0.500 |
121-290 |
|
0.382 |
121-278 |
|
LOW |
121-240 |
|
0.618 |
121-178 |
|
1.000 |
121-140 |
|
1.618 |
121-078 |
|
2.618 |
120-298 |
|
4.250 |
120-135 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-290 |
122-018 |
| PP |
121-276 |
121-307 |
| S1 |
121-261 |
121-277 |
|