ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
120-310 |
121-030 |
0-040 |
0.1% |
120-117 |
| High |
121-065 |
121-087 |
0-022 |
0.1% |
121-000 |
| Low |
120-305 |
121-025 |
0-040 |
0.1% |
120-115 |
| Close |
121-030 |
121-060 |
0-030 |
0.1% |
120-290 |
| Range |
0-080 |
0-062 |
-0-018 |
-22.5% |
0-205 |
| ATR |
0-134 |
0-129 |
-0-005 |
-3.8% |
0-000 |
| Volume |
275,954 |
336,377 |
60,423 |
21.9% |
2,192,439 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-243 |
121-214 |
121-094 |
|
| R3 |
121-181 |
121-152 |
121-077 |
|
| R2 |
121-119 |
121-119 |
121-071 |
|
| R1 |
121-090 |
121-090 |
121-066 |
121-104 |
| PP |
121-057 |
121-057 |
121-057 |
121-065 |
| S1 |
121-028 |
121-028 |
121-054 |
121-042 |
| S2 |
120-315 |
120-315 |
121-049 |
|
| S3 |
120-253 |
120-286 |
121-043 |
|
| S4 |
120-191 |
120-224 |
121-026 |
|
|
| 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 |
121-087 |
120-115 |
0-292 |
0.8% |
0-101 |
0.3% |
91% |
True |
False |
404,966 |
| 10 |
121-087 |
120-097 |
0-310 |
0.8% |
0-108 |
0.3% |
91% |
True |
False |
404,151 |
| 20 |
121-087 |
118-297 |
2-110 |
1.9% |
0-133 |
0.3% |
96% |
True |
False |
406,343 |
| 40 |
121-087 |
118-297 |
2-110 |
1.9% |
0-140 |
0.4% |
96% |
True |
False |
298,994 |
| 60 |
121-087 |
117-030 |
4-057 |
3.4% |
0-112 |
0.3% |
98% |
True |
False |
199,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-030 |
|
2.618 |
121-249 |
|
1.618 |
121-187 |
|
1.000 |
121-149 |
|
0.618 |
121-125 |
|
HIGH |
121-087 |
|
0.618 |
121-063 |
|
0.500 |
121-056 |
|
0.382 |
121-049 |
|
LOW |
121-025 |
|
0.618 |
120-307 |
|
1.000 |
120-283 |
|
1.618 |
120-245 |
|
2.618 |
120-183 |
|
4.250 |
120-082 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-059 |
121-035 |
| PP |
121-057 |
121-010 |
| S1 |
121-056 |
120-304 |
|