ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-232 |
120-000 |
-0-232 |
-0.6% |
121-295 |
| High |
120-250 |
120-115 |
-0-135 |
-0.3% |
122-020 |
| Low |
119-287 |
119-277 |
-0-010 |
0.0% |
120-187 |
| Close |
120-040 |
120-085 |
0-045 |
0.1% |
120-242 |
| Range |
0-283 |
0-158 |
-0-125 |
-44.2% |
1-153 |
| ATR |
0-169 |
0-168 |
-0-001 |
-0.5% |
0-000 |
| Volume |
848,534 |
676,193 |
-172,341 |
-20.3% |
2,573,413 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-206 |
121-144 |
120-172 |
|
| R3 |
121-048 |
120-306 |
120-128 |
|
| R2 |
120-210 |
120-210 |
120-114 |
|
| R1 |
120-148 |
120-148 |
120-099 |
120-179 |
| PP |
120-052 |
120-052 |
120-052 |
120-068 |
| S1 |
119-310 |
119-310 |
120-071 |
120-021 |
| S2 |
119-214 |
119-214 |
120-056 |
|
| S3 |
119-056 |
119-152 |
120-042 |
|
| S4 |
118-218 |
118-314 |
119-318 |
|
|
| 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 |
121-192 |
119-277 |
1-235 |
1.4% |
0-235 |
0.6% |
23% |
False |
True |
621,416 |
| 10 |
122-115 |
119-277 |
2-158 |
2.1% |
0-211 |
0.5% |
16% |
False |
True |
591,623 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-159 |
0.4% |
16% |
False |
True |
519,445 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-135 |
0.4% |
16% |
False |
True |
458,522 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-147 |
0.4% |
39% |
False |
False |
434,051 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-134 |
0.3% |
55% |
False |
False |
328,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-146 |
|
2.618 |
121-209 |
|
1.618 |
121-051 |
|
1.000 |
120-273 |
|
0.618 |
120-213 |
|
HIGH |
120-115 |
|
0.618 |
120-055 |
|
0.500 |
120-036 |
|
0.382 |
120-017 |
|
LOW |
119-277 |
|
0.618 |
119-179 |
|
1.000 |
119-119 |
|
1.618 |
119-021 |
|
2.618 |
118-183 |
|
4.250 |
117-246 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-069 |
120-211 |
| PP |
120-052 |
120-169 |
| S1 |
120-036 |
120-127 |
|