ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-075 |
120-090 |
0-015 |
0.0% |
121-295 |
| High |
120-160 |
120-107 |
-0-053 |
-0.1% |
122-020 |
| Low |
120-025 |
119-277 |
-0-068 |
-0.2% |
120-187 |
| Close |
120-102 |
120-067 |
-0-035 |
-0.1% |
120-242 |
| Range |
0-135 |
0-150 |
0-015 |
11.1% |
1-153 |
| ATR |
0-166 |
0-165 |
-0-001 |
-0.7% |
0-000 |
| Volume |
509,003 |
510,487 |
1,484 |
0.3% |
2,573,413 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-174 |
121-110 |
120-150 |
|
| R3 |
121-024 |
120-280 |
120-108 |
|
| R2 |
120-194 |
120-194 |
120-094 |
|
| R1 |
120-130 |
120-130 |
120-081 |
120-087 |
| PP |
120-044 |
120-044 |
120-044 |
120-022 |
| S1 |
119-300 |
119-300 |
120-053 |
119-257 |
| S2 |
119-214 |
119-214 |
120-040 |
|
| S3 |
119-064 |
119-150 |
120-026 |
|
| S4 |
118-234 |
119-000 |
119-304 |
|
|
| 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 |
121-145 |
119-277 |
1-188 |
1.3% |
0-201 |
0.5% |
22% |
False |
True |
638,857 |
| 10 |
122-085 |
119-277 |
2-128 |
2.0% |
0-197 |
0.5% |
14% |
False |
True |
566,127 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-166 |
0.4% |
14% |
False |
True |
532,960 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-137 |
0.4% |
14% |
False |
True |
461,849 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-145 |
0.4% |
37% |
False |
False |
448,005 |
| 80 |
122-115 |
118-130 |
3-305 |
3.3% |
0-134 |
0.3% |
46% |
False |
False |
341,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-104 |
|
2.618 |
121-180 |
|
1.618 |
121-030 |
|
1.000 |
120-257 |
|
0.618 |
120-200 |
|
HIGH |
120-107 |
|
0.618 |
120-050 |
|
0.500 |
120-032 |
|
0.382 |
120-014 |
|
LOW |
119-277 |
|
0.618 |
119-184 |
|
1.000 |
119-127 |
|
1.618 |
119-034 |
|
2.618 |
118-204 |
|
4.250 |
117-280 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-055 |
120-064 |
| PP |
120-044 |
120-061 |
| S1 |
120-032 |
120-058 |
|