ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-170 |
121-207 |
0-037 |
0.1% |
120-310 |
| High |
121-257 |
121-235 |
-0-022 |
-0.1% |
121-257 |
| Low |
121-110 |
121-197 |
0-087 |
0.2% |
120-305 |
| Close |
121-210 |
121-225 |
0-015 |
0.0% |
121-210 |
| Range |
0-147 |
0-038 |
-0-109 |
-74.1% |
0-272 |
| ATR |
0-127 |
0-121 |
-0-006 |
-5.0% |
0-000 |
| Volume |
452,036 |
40,721 |
-411,315 |
-91.0% |
1,903,207 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-013 |
121-317 |
121-246 |
|
| R3 |
121-295 |
121-279 |
121-235 |
|
| R2 |
121-257 |
121-257 |
121-232 |
|
| R1 |
121-241 |
121-241 |
121-228 |
121-249 |
| PP |
121-219 |
121-219 |
121-219 |
121-223 |
| S1 |
121-203 |
121-203 |
121-222 |
121-211 |
| S2 |
121-181 |
121-181 |
121-218 |
|
| S3 |
121-143 |
121-165 |
121-215 |
|
| S4 |
121-105 |
121-127 |
121-204 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-007 |
123-220 |
122-040 |
|
| R3 |
123-055 |
122-268 |
121-285 |
|
| R2 |
122-103 |
122-103 |
121-260 |
|
| R1 |
121-316 |
121-316 |
121-235 |
122-050 |
| PP |
121-151 |
121-151 |
121-151 |
121-177 |
| S1 |
121-044 |
121-044 |
121-185 |
121-098 |
| S2 |
120-199 |
120-199 |
121-160 |
|
| S3 |
119-247 |
120-092 |
121-135 |
|
| S4 |
118-295 |
119-140 |
121-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-257 |
121-025 |
0-232 |
0.6% |
0-091 |
0.2% |
86% |
False |
False |
333,594 |
| 10 |
121-257 |
120-115 |
1-142 |
1.2% |
0-103 |
0.3% |
93% |
False |
False |
385,630 |
| 20 |
121-257 |
119-145 |
2-112 |
1.9% |
0-116 |
0.3% |
96% |
False |
False |
392,106 |
| 40 |
121-257 |
118-297 |
2-280 |
2.4% |
0-140 |
0.4% |
97% |
False |
False |
331,346 |
| 60 |
121-257 |
117-240 |
4-017 |
3.3% |
0-116 |
0.3% |
98% |
False |
False |
221,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-076 |
|
2.618 |
122-014 |
|
1.618 |
121-296 |
|
1.000 |
121-273 |
|
0.618 |
121-258 |
|
HIGH |
121-235 |
|
0.618 |
121-220 |
|
0.500 |
121-216 |
|
0.382 |
121-212 |
|
LOW |
121-197 |
|
0.618 |
121-174 |
|
1.000 |
121-159 |
|
1.618 |
121-136 |
|
2.618 |
121-098 |
|
4.250 |
121-036 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-222 |
121-209 |
| PP |
121-219 |
121-192 |
| S1 |
121-216 |
121-176 |
|