ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-015 |
120-180 |
0-165 |
0.4% |
120-232 |
| High |
120-190 |
120-290 |
0-100 |
0.3% |
120-250 |
| Low |
119-297 |
120-165 |
0-188 |
0.5% |
119-277 |
| Close |
120-167 |
120-242 |
0-075 |
0.2% |
120-040 |
| Range |
0-213 |
0-125 |
-0-088 |
-41.3% |
0-293 |
| ATR |
0-164 |
0-161 |
-0-003 |
-1.7% |
0-000 |
| Volume |
537,015 |
701,186 |
164,171 |
30.6% |
2,861,581 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-230 |
120-311 |
|
| R3 |
121-162 |
121-105 |
120-276 |
|
| R2 |
121-037 |
121-037 |
120-265 |
|
| R1 |
120-300 |
120-300 |
120-253 |
121-008 |
| PP |
120-232 |
120-232 |
120-232 |
120-247 |
| S1 |
120-175 |
120-175 |
120-231 |
120-204 |
| S2 |
120-107 |
120-107 |
120-219 |
|
| S3 |
119-302 |
120-050 |
120-208 |
|
| S4 |
119-177 |
119-245 |
120-173 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-001 |
122-154 |
120-201 |
|
| R3 |
122-028 |
121-181 |
120-121 |
|
| R2 |
121-055 |
121-055 |
120-094 |
|
| R1 |
120-208 |
120-208 |
120-067 |
120-145 |
| PP |
120-082 |
120-082 |
120-082 |
120-051 |
| S1 |
119-235 |
119-235 |
120-013 |
119-172 |
| S2 |
119-109 |
119-109 |
119-306 |
|
| S3 |
118-136 |
118-262 |
119-279 |
|
| S4 |
117-163 |
117-289 |
119-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-290 |
119-277 |
1-013 |
0.9% |
0-145 |
0.4% |
86% |
True |
False |
515,011 |
| 10 |
121-192 |
119-277 |
1-235 |
1.4% |
0-190 |
0.5% |
51% |
False |
False |
568,213 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-171 |
0.4% |
36% |
False |
False |
541,959 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-139 |
0.4% |
36% |
False |
False |
472,481 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-142 |
0.4% |
53% |
False |
False |
454,421 |
| 80 |
122-115 |
118-270 |
3-165 |
2.9% |
0-136 |
0.4% |
54% |
False |
False |
360,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-181 |
|
2.618 |
121-297 |
|
1.618 |
121-172 |
|
1.000 |
121-095 |
|
0.618 |
121-047 |
|
HIGH |
120-290 |
|
0.618 |
120-242 |
|
0.500 |
120-228 |
|
0.382 |
120-213 |
|
LOW |
120-165 |
|
0.618 |
120-088 |
|
1.000 |
120-040 |
|
1.618 |
119-283 |
|
2.618 |
119-158 |
|
4.250 |
118-274 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-237 |
120-206 |
| PP |
120-232 |
120-170 |
| S1 |
120-228 |
120-134 |
|