ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
121-240 |
121-195 |
-0-045 |
-0.1% |
121-100 |
High |
121-247 |
121-222 |
-0-025 |
-0.1% |
121-277 |
Low |
121-182 |
121-160 |
-0-022 |
-0.1% |
121-100 |
Close |
121-210 |
121-187 |
-0-023 |
-0.1% |
121-187 |
Range |
0-065 |
0-062 |
-0-003 |
-4.6% |
0-177 |
ATR |
0-115 |
0-112 |
-0-004 |
-3.3% |
0-000 |
Volume |
391,464 |
310,295 |
-81,169 |
-20.7% |
1,861,729 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-056 |
122-023 |
121-221 |
|
R3 |
121-314 |
121-281 |
121-204 |
|
R2 |
121-252 |
121-252 |
121-198 |
|
R1 |
121-219 |
121-219 |
121-193 |
121-204 |
PP |
121-190 |
121-190 |
121-190 |
121-182 |
S1 |
121-157 |
121-157 |
121-181 |
121-142 |
S2 |
121-128 |
121-128 |
121-176 |
|
S3 |
121-066 |
121-095 |
121-170 |
|
S4 |
121-004 |
121-033 |
121-153 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-079 |
122-310 |
121-284 |
|
R3 |
122-222 |
122-133 |
121-236 |
|
R2 |
122-045 |
122-045 |
121-219 |
|
R1 |
121-276 |
121-276 |
121-203 |
122-000 |
PP |
121-188 |
121-188 |
121-188 |
121-210 |
S1 |
121-099 |
121-099 |
121-171 |
121-144 |
S2 |
121-011 |
121-011 |
121-155 |
|
S3 |
120-154 |
120-242 |
121-138 |
|
S4 |
119-297 |
120-065 |
121-090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-277 |
121-100 |
0-177 |
0.5% |
0-094 |
0.2% |
49% |
False |
False |
372,345 |
10 |
121-277 |
121-060 |
0-217 |
0.6% |
0-098 |
0.3% |
59% |
False |
False |
367,907 |
20 |
121-277 |
120-115 |
1-162 |
1.2% |
0-105 |
0.3% |
81% |
False |
False |
388,736 |
40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-134 |
0.3% |
90% |
False |
False |
407,327 |
60 |
121-277 |
118-140 |
3-137 |
2.8% |
0-124 |
0.3% |
92% |
False |
False |
282,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-166 |
2.618 |
122-064 |
1.618 |
122-002 |
1.000 |
121-284 |
0.618 |
121-260 |
HIGH |
121-222 |
0.618 |
121-198 |
0.500 |
121-191 |
0.382 |
121-184 |
LOW |
121-160 |
0.618 |
121-122 |
1.000 |
121-098 |
1.618 |
121-060 |
2.618 |
120-318 |
4.250 |
120-216 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
121-191 |
121-218 |
PP |
121-190 |
121-208 |
S1 |
121-188 |
121-198 |
|