ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-207 |
121-205 |
-0-002 |
0.0% |
120-310 |
| High |
121-235 |
121-252 |
0-017 |
0.0% |
121-257 |
| Low |
121-197 |
121-145 |
-0-052 |
-0.1% |
120-305 |
| Close |
121-225 |
121-155 |
-0-070 |
-0.2% |
121-210 |
| Range |
0-038 |
0-107 |
0-069 |
181.6% |
0-272 |
| ATR |
0-121 |
0-120 |
-0-001 |
-0.8% |
0-000 |
| Volume |
40,721 |
321,310 |
280,589 |
689.1% |
1,903,207 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-185 |
122-117 |
121-214 |
|
| R3 |
122-078 |
122-010 |
121-184 |
|
| R2 |
121-291 |
121-291 |
121-175 |
|
| R1 |
121-223 |
121-223 |
121-165 |
121-204 |
| PP |
121-184 |
121-184 |
121-184 |
121-174 |
| S1 |
121-116 |
121-116 |
121-145 |
121-096 |
| S2 |
121-077 |
121-077 |
121-135 |
|
| S3 |
120-290 |
121-009 |
121-126 |
|
| S4 |
120-183 |
120-222 |
121-096 |
|
|
| 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 |
121-065 |
0-192 |
0.5% |
0-100 |
0.3% |
47% |
False |
False |
330,581 |
| 10 |
121-257 |
120-115 |
1-142 |
1.2% |
0-101 |
0.3% |
78% |
False |
False |
367,773 |
| 20 |
121-257 |
119-175 |
2-082 |
1.9% |
0-113 |
0.3% |
86% |
False |
False |
385,820 |
| 40 |
121-257 |
118-297 |
2-280 |
2.4% |
0-140 |
0.4% |
89% |
False |
False |
339,223 |
| 60 |
121-257 |
117-240 |
4-017 |
3.3% |
0-118 |
0.3% |
92% |
False |
False |
227,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-067 |
|
2.618 |
122-212 |
|
1.618 |
122-105 |
|
1.000 |
122-039 |
|
0.618 |
121-318 |
|
HIGH |
121-252 |
|
0.618 |
121-211 |
|
0.500 |
121-198 |
|
0.382 |
121-186 |
|
LOW |
121-145 |
|
0.618 |
121-079 |
|
1.000 |
121-038 |
|
1.618 |
120-292 |
|
2.618 |
120-185 |
|
4.250 |
120-010 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-198 |
121-184 |
| PP |
121-184 |
121-174 |
| S1 |
121-170 |
121-164 |
|