ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-312 |
122-072 |
0-080 |
0.2% |
121-185 |
| High |
122-115 |
122-085 |
-0-030 |
-0.1% |
122-115 |
| Low |
121-307 |
121-272 |
-0-035 |
-0.1% |
121-030 |
| Close |
122-080 |
121-300 |
-0-100 |
-0.3% |
121-300 |
| Range |
0-128 |
0-133 |
0-005 |
3.9% |
1-085 |
| ATR |
0-130 |
0-130 |
0-000 |
0.2% |
0-000 |
| Volume |
639,992 |
543,643 |
-96,349 |
-15.1% |
2,548,073 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-085 |
123-005 |
122-053 |
|
| R3 |
122-272 |
122-192 |
122-017 |
|
| R2 |
122-139 |
122-139 |
122-004 |
|
| R1 |
122-059 |
122-059 |
121-312 |
122-032 |
| PP |
122-006 |
122-006 |
122-006 |
121-312 |
| S1 |
121-246 |
121-246 |
121-288 |
121-220 |
| S2 |
121-193 |
121-193 |
121-276 |
|
| S3 |
121-060 |
121-113 |
121-263 |
|
| S4 |
120-247 |
120-300 |
121-227 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-190 |
125-010 |
122-203 |
|
| R3 |
124-105 |
123-245 |
122-091 |
|
| R2 |
123-020 |
123-020 |
122-054 |
|
| R1 |
122-160 |
122-160 |
122-017 |
122-250 |
| PP |
121-255 |
121-255 |
121-255 |
121-300 |
| S1 |
121-075 |
121-075 |
121-263 |
121-165 |
| S2 |
120-170 |
120-170 |
121-226 |
|
| S3 |
119-085 |
119-310 |
121-189 |
|
| S4 |
118-000 |
118-225 |
121-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-115 |
121-030 |
1-085 |
1.0% |
0-139 |
0.4% |
67% |
False |
False |
509,614 |
| 10 |
122-115 |
120-240 |
1-195 |
1.3% |
0-142 |
0.4% |
74% |
False |
False |
523,128 |
| 20 |
122-115 |
120-240 |
1-195 |
1.3% |
0-120 |
0.3% |
74% |
False |
False |
445,517 |
| 40 |
122-115 |
118-297 |
3-138 |
2.8% |
0-123 |
0.3% |
88% |
False |
False |
425,885 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-134 |
0.3% |
88% |
False |
False |
368,989 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-117 |
0.3% |
91% |
False |
False |
277,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-010 |
|
2.618 |
123-113 |
|
1.618 |
122-300 |
|
1.000 |
122-218 |
|
0.618 |
122-167 |
|
HIGH |
122-085 |
|
0.618 |
122-034 |
|
0.500 |
122-018 |
|
0.382 |
122-003 |
|
LOW |
121-272 |
|
0.618 |
121-190 |
|
1.000 |
121-139 |
|
1.618 |
121-057 |
|
2.618 |
120-244 |
|
4.250 |
120-027 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-018 |
121-278 |
| PP |
122-006 |
121-255 |
| S1 |
121-313 |
121-232 |
|