ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-205 |
121-155 |
-0-050 |
-0.1% |
120-310 |
| High |
121-252 |
121-202 |
-0-050 |
-0.1% |
121-257 |
| Low |
121-145 |
121-110 |
-0-035 |
-0.1% |
120-305 |
| Close |
121-155 |
121-197 |
0-042 |
0.1% |
121-210 |
| Range |
0-107 |
0-092 |
-0-015 |
-14.0% |
0-272 |
| ATR |
0-120 |
0-118 |
-0-002 |
-1.7% |
0-000 |
| Volume |
321,310 |
456,993 |
135,683 |
42.2% |
1,903,207 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-126 |
122-093 |
121-248 |
|
| R3 |
122-034 |
122-001 |
121-222 |
|
| R2 |
121-262 |
121-262 |
121-214 |
|
| R1 |
121-229 |
121-229 |
121-205 |
121-246 |
| PP |
121-170 |
121-170 |
121-170 |
121-178 |
| S1 |
121-137 |
121-137 |
121-189 |
121-154 |
| S2 |
121-078 |
121-078 |
121-180 |
|
| S3 |
120-306 |
121-045 |
121-172 |
|
| S4 |
120-214 |
120-273 |
121-146 |
|
|
| 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 |
121-095 |
0-162 |
0.4% |
0-094 |
0.2% |
63% |
False |
False |
327,299 |
| 10 |
121-257 |
120-115 |
1-142 |
1.2% |
0-104 |
0.3% |
87% |
False |
False |
377,304 |
| 20 |
121-257 |
119-175 |
2-082 |
1.9% |
0-112 |
0.3% |
92% |
False |
False |
384,961 |
| 40 |
121-257 |
118-297 |
2-280 |
2.4% |
0-140 |
0.4% |
93% |
False |
False |
350,320 |
| 60 |
121-257 |
117-240 |
4-017 |
3.3% |
0-119 |
0.3% |
95% |
False |
False |
234,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-273 |
|
2.618 |
122-123 |
|
1.618 |
122-031 |
|
1.000 |
121-294 |
|
0.618 |
121-259 |
|
HIGH |
121-202 |
|
0.618 |
121-167 |
|
0.500 |
121-156 |
|
0.382 |
121-145 |
|
LOW |
121-110 |
|
0.618 |
121-053 |
|
1.000 |
121-018 |
|
1.618 |
120-281 |
|
2.618 |
120-189 |
|
4.250 |
120-039 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-183 |
121-192 |
| PP |
121-170 |
121-186 |
| S1 |
121-156 |
121-181 |
|