ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
120-075 |
0-075 |
0.2% |
121-295 |
| High |
120-115 |
120-160 |
0-045 |
0.1% |
122-020 |
| Low |
119-277 |
120-025 |
0-068 |
0.2% |
120-187 |
| Close |
120-085 |
120-102 |
0-017 |
0.0% |
120-242 |
| Range |
0-158 |
0-135 |
-0-023 |
-14.6% |
1-153 |
| ATR |
0-168 |
0-166 |
-0-002 |
-1.4% |
0-000 |
| Volume |
676,193 |
509,003 |
-167,190 |
-24.7% |
2,573,413 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-181 |
121-116 |
120-176 |
|
| R3 |
121-046 |
120-301 |
120-139 |
|
| R2 |
120-231 |
120-231 |
120-127 |
|
| R1 |
120-166 |
120-166 |
120-114 |
120-198 |
| PP |
120-096 |
120-096 |
120-096 |
120-112 |
| S1 |
120-031 |
120-031 |
120-090 |
120-064 |
| S2 |
119-281 |
119-281 |
120-077 |
|
| S3 |
119-146 |
119-216 |
120-065 |
|
| S4 |
119-011 |
119-081 |
120-028 |
|
|
| 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% |
0-211 |
0.5% |
26% |
False |
False |
563,221 |
| 10 |
122-115 |
119-277 |
2-158 |
2.1% |
0-195 |
0.5% |
18% |
False |
False |
579,077 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-162 |
0.4% |
18% |
False |
False |
527,009 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-136 |
0.4% |
18% |
False |
False |
459,305 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-146 |
0.4% |
41% |
False |
False |
441,812 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-134 |
0.3% |
56% |
False |
False |
334,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-094 |
|
2.618 |
121-193 |
|
1.618 |
121-058 |
|
1.000 |
120-295 |
|
0.618 |
120-243 |
|
HIGH |
120-160 |
|
0.618 |
120-108 |
|
0.500 |
120-092 |
|
0.382 |
120-077 |
|
LOW |
120-025 |
|
0.618 |
119-262 |
|
1.000 |
119-210 |
|
1.618 |
119-127 |
|
2.618 |
118-312 |
|
4.250 |
118-091 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-099 |
120-104 |
| PP |
120-096 |
120-103 |
| S1 |
120-092 |
120-102 |
|