ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
120-290 |
120-310 |
0-020 |
0.1% |
120-117 |
| High |
120-312 |
121-065 |
0-073 |
0.2% |
121-000 |
| Low |
120-202 |
120-305 |
0-103 |
0.3% |
120-115 |
| Close |
120-290 |
121-030 |
0-060 |
0.2% |
120-290 |
| Range |
0-110 |
0-080 |
-0-030 |
-27.3% |
0-205 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.2% |
0-000 |
| Volume |
488,977 |
275,954 |
-213,023 |
-43.6% |
2,192,439 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-267 |
121-228 |
121-074 |
|
| R3 |
121-187 |
121-148 |
121-052 |
|
| R2 |
121-107 |
121-107 |
121-045 |
|
| R1 |
121-068 |
121-068 |
121-037 |
121-088 |
| PP |
121-027 |
121-027 |
121-027 |
121-036 |
| S1 |
120-308 |
120-308 |
121-023 |
121-008 |
| S2 |
120-267 |
120-267 |
121-015 |
|
| S3 |
120-187 |
120-228 |
121-008 |
|
| S4 |
120-107 |
120-148 |
120-306 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-217 |
122-138 |
121-083 |
|
| R3 |
122-012 |
121-253 |
121-026 |
|
| R2 |
121-127 |
121-127 |
121-008 |
|
| R1 |
121-048 |
121-048 |
120-309 |
121-088 |
| PP |
120-242 |
120-242 |
120-242 |
120-261 |
| S1 |
120-163 |
120-163 |
120-271 |
120-202 |
| S2 |
120-037 |
120-037 |
120-252 |
|
| S3 |
119-152 |
119-278 |
120-234 |
|
| S4 |
118-267 |
119-073 |
120-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-065 |
120-115 |
0-270 |
0.7% |
0-115 |
0.3% |
87% |
True |
False |
437,665 |
| 10 |
121-065 |
119-307 |
1-078 |
1.0% |
0-121 |
0.3% |
91% |
True |
False |
417,308 |
| 20 |
121-065 |
118-297 |
2-088 |
1.9% |
0-140 |
0.4% |
95% |
True |
False |
415,151 |
| 40 |
121-065 |
118-297 |
2-088 |
1.9% |
0-139 |
0.4% |
95% |
True |
False |
290,677 |
| 60 |
121-065 |
117-030 |
4-035 |
3.4% |
0-111 |
0.3% |
97% |
True |
False |
193,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-085 |
|
2.618 |
121-274 |
|
1.618 |
121-194 |
|
1.000 |
121-145 |
|
0.618 |
121-114 |
|
HIGH |
121-065 |
|
0.618 |
121-034 |
|
0.500 |
121-025 |
|
0.382 |
121-016 |
|
LOW |
120-305 |
|
0.618 |
120-256 |
|
1.000 |
120-225 |
|
1.618 |
120-176 |
|
2.618 |
120-096 |
|
4.250 |
119-285 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-028 |
120-317 |
| PP |
121-027 |
120-283 |
| S1 |
121-025 |
120-250 |
|