ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-187 |
121-127 |
-0-060 |
-0.2% |
121-100 |
| High |
121-252 |
121-147 |
-0-105 |
-0.3% |
121-277 |
| Low |
121-120 |
121-005 |
-0-115 |
-0.3% |
121-100 |
| Close |
121-140 |
121-022 |
-0-118 |
-0.3% |
121-187 |
| Range |
0-132 |
0-142 |
0-010 |
7.6% |
0-177 |
| ATR |
0-113 |
0-115 |
0-002 |
1.8% |
0-000 |
| Volume |
490,521 |
574,757 |
84,236 |
17.2% |
1,861,729 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-164 |
122-075 |
121-100 |
|
| R3 |
122-022 |
121-253 |
121-061 |
|
| R2 |
121-200 |
121-200 |
121-048 |
|
| R1 |
121-111 |
121-111 |
121-035 |
121-084 |
| PP |
121-058 |
121-058 |
121-058 |
121-045 |
| S1 |
120-289 |
120-289 |
121-009 |
120-262 |
| S2 |
120-236 |
120-236 |
120-316 |
|
| S3 |
120-094 |
120-147 |
120-303 |
|
| S4 |
119-272 |
120-005 |
120-264 |
|
|
| 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 |
121-005 |
0-272 |
0.7% |
0-097 |
0.3% |
6% |
False |
True |
424,953 |
| 10 |
121-277 |
121-005 |
0-272 |
0.7% |
0-111 |
0.3% |
6% |
False |
True |
438,232 |
| 20 |
121-277 |
120-115 |
1-162 |
1.2% |
0-106 |
0.3% |
47% |
False |
False |
403,003 |
| 40 |
121-277 |
118-297 |
2-300 |
2.4% |
0-128 |
0.3% |
73% |
False |
False |
410,652 |
| 60 |
121-277 |
118-270 |
3-007 |
2.5% |
0-124 |
0.3% |
74% |
False |
False |
300,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-110 |
|
2.618 |
122-199 |
|
1.618 |
122-057 |
|
1.000 |
121-289 |
|
0.618 |
121-235 |
|
HIGH |
121-147 |
|
0.618 |
121-093 |
|
0.500 |
121-076 |
|
0.382 |
121-059 |
|
LOW |
121-005 |
|
0.618 |
120-237 |
|
1.000 |
120-183 |
|
1.618 |
120-095 |
|
2.618 |
119-273 |
|
4.250 |
119-042 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-076 |
121-128 |
| PP |
121-058 |
121-093 |
| S1 |
121-040 |
121-058 |
|