ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-100 |
121-202 |
0-102 |
0.3% |
121-207 |
| High |
121-227 |
121-275 |
0-048 |
0.1% |
121-252 |
| Low |
121-100 |
121-142 |
0-042 |
0.1% |
121-060 |
| Close |
121-207 |
121-242 |
0-035 |
0.1% |
121-105 |
| Range |
0-127 |
0-133 |
0-006 |
4.7% |
0-192 |
| ATR |
0-121 |
0-122 |
0-001 |
0.7% |
0-000 |
| Volume |
344,049 |
458,190 |
114,141 |
33.2% |
1,817,349 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-299 |
122-243 |
121-315 |
|
| R3 |
122-166 |
122-110 |
121-279 |
|
| R2 |
122-033 |
122-033 |
121-266 |
|
| R1 |
121-297 |
121-297 |
121-254 |
122-005 |
| PP |
121-220 |
121-220 |
121-220 |
121-234 |
| S1 |
121-164 |
121-164 |
121-230 |
121-192 |
| S2 |
121-087 |
121-087 |
121-218 |
|
| S3 |
120-274 |
121-031 |
121-205 |
|
| S4 |
120-141 |
120-218 |
121-169 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-075 |
122-282 |
121-211 |
|
| R3 |
122-203 |
122-090 |
121-158 |
|
| R2 |
122-011 |
122-011 |
121-140 |
|
| R1 |
121-218 |
121-218 |
121-123 |
121-178 |
| PP |
121-139 |
121-139 |
121-139 |
121-119 |
| S1 |
121-026 |
121-026 |
121-087 |
120-306 |
| S2 |
120-267 |
120-267 |
121-070 |
|
| S3 |
120-075 |
120-154 |
121-052 |
|
| S4 |
119-203 |
119-282 |
120-319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-275 |
121-060 |
0-215 |
0.6% |
0-125 |
0.3% |
85% |
True |
False |
451,511 |
| 10 |
121-275 |
121-060 |
0-215 |
0.6% |
0-113 |
0.3% |
85% |
True |
False |
391,046 |
| 20 |
121-275 |
120-097 |
1-178 |
1.3% |
0-110 |
0.3% |
93% |
True |
False |
397,598 |
| 40 |
121-275 |
118-297 |
2-298 |
2.4% |
0-140 |
0.4% |
96% |
True |
False |
391,354 |
| 60 |
121-275 |
117-240 |
4-035 |
3.4% |
0-126 |
0.3% |
97% |
True |
False |
264,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-200 |
|
2.618 |
122-303 |
|
1.618 |
122-170 |
|
1.000 |
122-088 |
|
0.618 |
122-037 |
|
HIGH |
121-275 |
|
0.618 |
121-224 |
|
0.500 |
121-208 |
|
0.382 |
121-193 |
|
LOW |
121-142 |
|
0.618 |
121-060 |
|
1.000 |
121-009 |
|
1.618 |
120-247 |
|
2.618 |
120-114 |
|
4.250 |
119-217 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-231 |
121-220 |
| PP |
121-220 |
121-199 |
| S1 |
121-208 |
121-178 |
|