ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-227 |
121-240 |
0-013 |
0.0% |
121-207 |
| High |
121-277 |
121-247 |
-0-030 |
-0.1% |
121-252 |
| Low |
121-192 |
121-182 |
-0-010 |
0.0% |
121-060 |
| Close |
121-250 |
121-210 |
-0-040 |
-0.1% |
121-105 |
| Range |
0-085 |
0-065 |
-0-020 |
-23.5% |
0-192 |
| ATR |
0-119 |
0-115 |
-0-004 |
-3.1% |
0-000 |
| Volume |
357,731 |
391,464 |
33,733 |
9.4% |
1,817,349 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-088 |
122-054 |
121-246 |
|
| R3 |
122-023 |
121-309 |
121-228 |
|
| R2 |
121-278 |
121-278 |
121-222 |
|
| R1 |
121-244 |
121-244 |
121-216 |
121-228 |
| PP |
121-213 |
121-213 |
121-213 |
121-205 |
| S1 |
121-179 |
121-179 |
121-204 |
121-164 |
| S2 |
121-148 |
121-148 |
121-198 |
|
| S3 |
121-083 |
121-114 |
121-192 |
|
| S4 |
121-018 |
121-049 |
121-174 |
|
|
| 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 |
121-277 |
121-080 |
0-197 |
0.5% |
0-108 |
0.3% |
66% |
False |
False |
417,892 |
| 10 |
121-277 |
121-060 |
0-217 |
0.6% |
0-107 |
0.3% |
69% |
False |
False |
382,081 |
| 20 |
121-277 |
120-097 |
1-180 |
1.3% |
0-107 |
0.3% |
87% |
False |
False |
390,739 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-135 |
0.3% |
93% |
False |
False |
405,528 |
| 60 |
121-277 |
118-130 |
3-147 |
2.8% |
0-124 |
0.3% |
94% |
False |
False |
277,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-203 |
|
2.618 |
122-097 |
|
1.618 |
122-032 |
|
1.000 |
121-312 |
|
0.618 |
121-287 |
|
HIGH |
121-247 |
|
0.618 |
121-222 |
|
0.500 |
121-214 |
|
0.382 |
121-207 |
|
LOW |
121-182 |
|
0.618 |
121-142 |
|
1.000 |
121-117 |
|
1.618 |
121-077 |
|
2.618 |
121-012 |
|
4.250 |
120-226 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-214 |
121-210 |
| PP |
121-213 |
121-210 |
| S1 |
121-212 |
121-210 |
|