ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-295 |
121-255 |
-0-040 |
-0.1% |
121-185 |
| High |
122-020 |
121-307 |
-0-033 |
-0.1% |
122-115 |
| Low |
121-240 |
121-027 |
-0-213 |
-0.5% |
121-030 |
| Close |
121-247 |
121-050 |
-0-197 |
-0.5% |
121-300 |
| Range |
0-100 |
0-280 |
0-180 |
180.0% |
1-085 |
| ATR |
0-128 |
0-139 |
0-011 |
8.5% |
0-000 |
| Volume |
341,490 |
649,569 |
308,079 |
90.2% |
2,548,073 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-008 |
123-149 |
121-204 |
|
| R3 |
123-048 |
122-189 |
121-127 |
|
| R2 |
122-088 |
122-088 |
121-101 |
|
| R1 |
121-229 |
121-229 |
121-076 |
121-178 |
| PP |
121-128 |
121-128 |
121-128 |
121-103 |
| S1 |
120-269 |
120-269 |
121-024 |
120-218 |
| S2 |
120-168 |
120-168 |
120-319 |
|
| S3 |
119-208 |
119-309 |
120-293 |
|
| S4 |
118-248 |
119-029 |
120-216 |
|
|
| 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 |
121-027 |
1-088 |
1.1% |
0-188 |
0.5% |
6% |
False |
True |
561,830 |
| 10 |
122-115 |
120-240 |
1-195 |
1.3% |
0-153 |
0.4% |
25% |
False |
False |
515,706 |
| 20 |
122-115 |
120-240 |
1-195 |
1.3% |
0-132 |
0.3% |
25% |
False |
False |
476,969 |
| 40 |
122-115 |
119-175 |
2-260 |
2.3% |
0-123 |
0.3% |
57% |
False |
False |
431,394 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-137 |
0.4% |
65% |
False |
False |
385,138 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-121 |
0.3% |
74% |
False |
False |
289,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-217 |
|
2.618 |
124-080 |
|
1.618 |
123-120 |
|
1.000 |
122-267 |
|
0.618 |
122-160 |
|
HIGH |
121-307 |
|
0.618 |
121-200 |
|
0.500 |
121-167 |
|
0.382 |
121-134 |
|
LOW |
121-027 |
|
0.618 |
120-174 |
|
1.000 |
120-067 |
|
1.618 |
119-214 |
|
2.618 |
118-254 |
|
4.250 |
117-117 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-167 |
121-216 |
| PP |
121-128 |
121-161 |
| S1 |
121-089 |
121-105 |
|