ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
121-215 |
0-015 |
0.0% |
121-187 |
| High |
121-242 |
122-007 |
0-085 |
0.2% |
121-252 |
| Low |
121-190 |
121-030 |
-0-160 |
-0.4% |
120-240 |
| Close |
121-227 |
121-277 |
0-050 |
0.1% |
121-185 |
| Range |
0-052 |
0-297 |
0-245 |
471.2% |
1-012 |
| ATR |
0-115 |
0-128 |
0-013 |
11.3% |
0-000 |
| Volume |
300,083 |
634,458 |
334,375 |
111.4% |
2,683,208 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-142 |
124-027 |
122-120 |
|
| R3 |
123-165 |
123-050 |
122-039 |
|
| R2 |
122-188 |
122-188 |
122-011 |
|
| R1 |
122-073 |
122-073 |
121-304 |
122-130 |
| PP |
121-211 |
121-211 |
121-211 |
121-240 |
| S1 |
121-096 |
121-096 |
121-250 |
121-154 |
| S2 |
120-234 |
120-234 |
121-223 |
|
| S3 |
119-257 |
120-119 |
121-195 |
|
| S4 |
118-280 |
119-142 |
121-114 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-155 |
124-022 |
122-048 |
|
| R3 |
123-143 |
123-010 |
121-276 |
|
| R2 |
122-131 |
122-131 |
121-246 |
|
| R1 |
121-318 |
121-318 |
121-215 |
121-218 |
| PP |
121-119 |
121-119 |
121-119 |
121-069 |
| S1 |
120-306 |
120-306 |
121-155 |
120-206 |
| S2 |
120-107 |
120-107 |
121-124 |
|
| S3 |
119-095 |
119-294 |
121-094 |
|
| S4 |
118-083 |
118-282 |
121-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-007 |
120-242 |
1-085 |
1.0% |
0-153 |
0.4% |
88% |
True |
False |
488,167 |
| 10 |
122-007 |
120-240 |
1-087 |
1.0% |
0-129 |
0.3% |
88% |
True |
False |
474,940 |
| 20 |
122-007 |
120-240 |
1-087 |
1.0% |
0-119 |
0.3% |
88% |
True |
False |
427,209 |
| 40 |
122-007 |
118-297 |
3-030 |
2.5% |
0-125 |
0.3% |
95% |
True |
False |
418,836 |
| 60 |
122-007 |
118-297 |
3-030 |
2.5% |
0-133 |
0.3% |
95% |
True |
False |
349,554 |
| 80 |
122-007 |
117-030 |
4-297 |
4.0% |
0-115 |
0.3% |
97% |
True |
False |
262,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-309 |
|
2.618 |
124-145 |
|
1.618 |
123-168 |
|
1.000 |
122-304 |
|
0.618 |
122-191 |
|
HIGH |
122-007 |
|
0.618 |
121-214 |
|
0.500 |
121-178 |
|
0.382 |
121-143 |
|
LOW |
121-030 |
|
0.618 |
120-166 |
|
1.000 |
120-053 |
|
1.618 |
119-189 |
|
2.618 |
118-212 |
|
4.250 |
117-048 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-244 |
121-244 |
| PP |
121-211 |
121-211 |
| S1 |
121-178 |
121-178 |
|