ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-152 |
121-055 |
-0-097 |
-0.2% |
121-295 |
| High |
121-192 |
121-145 |
-0-047 |
-0.1% |
122-020 |
| Low |
120-310 |
120-187 |
-0-123 |
-0.3% |
120-187 |
| Close |
121-007 |
120-242 |
-0-085 |
-0.2% |
120-242 |
| Range |
0-202 |
0-278 |
0-076 |
37.6% |
1-153 |
| ATR |
0-151 |
0-160 |
0-009 |
6.0% |
0-000 |
| Volume |
132,307 |
650,069 |
517,762 |
391.3% |
2,573,413 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-172 |
123-005 |
121-075 |
|
| R3 |
122-214 |
122-047 |
120-318 |
|
| R2 |
121-256 |
121-256 |
120-293 |
|
| R1 |
121-089 |
121-089 |
120-267 |
121-034 |
| PP |
120-298 |
120-298 |
120-298 |
120-270 |
| S1 |
120-131 |
120-131 |
120-217 |
120-076 |
| S2 |
120-020 |
120-020 |
120-191 |
|
| S3 |
119-062 |
119-173 |
120-166 |
|
| S4 |
118-104 |
118-215 |
120-089 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-182 |
124-205 |
121-182 |
|
| R3 |
124-029 |
123-052 |
121-052 |
|
| R2 |
122-196 |
122-196 |
121-009 |
|
| R1 |
121-219 |
121-219 |
120-285 |
121-131 |
| PP |
121-043 |
121-043 |
121-043 |
120-319 |
| S1 |
120-066 |
120-066 |
120-199 |
119-298 |
| S2 |
119-210 |
119-210 |
120-155 |
|
| S3 |
118-057 |
118-233 |
120-112 |
|
| S4 |
116-224 |
117-080 |
119-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-020 |
120-187 |
1-153 |
1.2% |
0-223 |
0.6% |
12% |
False |
True |
514,682 |
| 10 |
122-115 |
120-187 |
1-248 |
1.5% |
0-181 |
0.5% |
10% |
False |
True |
512,148 |
| 20 |
122-115 |
120-187 |
1-248 |
1.5% |
0-150 |
0.4% |
10% |
False |
True |
483,321 |
| 40 |
122-115 |
119-252 |
2-183 |
2.1% |
0-131 |
0.3% |
38% |
False |
False |
438,859 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-144 |
0.4% |
53% |
False |
False |
410,577 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-130 |
0.3% |
65% |
False |
False |
309,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-046 |
|
2.618 |
123-233 |
|
1.618 |
122-275 |
|
1.000 |
122-103 |
|
0.618 |
121-317 |
|
HIGH |
121-145 |
|
0.618 |
121-039 |
|
0.500 |
121-006 |
|
0.382 |
120-293 |
|
LOW |
120-187 |
|
0.618 |
120-015 |
|
1.000 |
119-229 |
|
1.618 |
119-057 |
|
2.618 |
118-099 |
|
4.250 |
116-286 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-006 |
121-030 |
| PP |
120-298 |
120-314 |
| S1 |
120-270 |
120-278 |
|