ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-255 |
121-067 |
-0-188 |
-0.5% |
121-185 |
| High |
121-307 |
121-155 |
-0-152 |
-0.4% |
122-115 |
| Low |
121-027 |
120-222 |
-0-125 |
-0.3% |
121-030 |
| Close |
121-050 |
121-140 |
0-090 |
0.2% |
121-300 |
| Range |
0-280 |
0-253 |
-0-027 |
-9.6% |
1-085 |
| ATR |
0-139 |
0-147 |
0-008 |
5.9% |
0-000 |
| Volume |
649,569 |
799,978 |
150,409 |
23.2% |
2,548,073 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-185 |
123-095 |
121-279 |
|
| R3 |
122-252 |
122-162 |
121-210 |
|
| R2 |
121-319 |
121-319 |
121-186 |
|
| R1 |
121-229 |
121-229 |
121-163 |
121-274 |
| PP |
121-066 |
121-066 |
121-066 |
121-088 |
| S1 |
120-296 |
120-296 |
121-117 |
121-021 |
| S2 |
120-133 |
120-133 |
121-094 |
|
| S3 |
119-200 |
120-043 |
121-070 |
|
| S4 |
118-267 |
119-110 |
121-001 |
|
|
| 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 |
120-222 |
1-213 |
1.4% |
0-179 |
0.5% |
45% |
False |
True |
594,934 |
| 10 |
122-115 |
120-222 |
1-213 |
1.4% |
0-166 |
0.4% |
45% |
False |
True |
541,551 |
| 20 |
122-115 |
120-222 |
1-213 |
1.4% |
0-140 |
0.4% |
45% |
False |
True |
494,118 |
| 40 |
122-115 |
119-175 |
2-260 |
2.3% |
0-126 |
0.3% |
67% |
False |
False |
439,540 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-140 |
0.4% |
73% |
False |
False |
398,253 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-124 |
0.3% |
80% |
False |
False |
299,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-270 |
|
2.618 |
123-177 |
|
1.618 |
122-244 |
|
1.000 |
122-088 |
|
0.618 |
121-311 |
|
HIGH |
121-155 |
|
0.618 |
121-058 |
|
0.500 |
121-028 |
|
0.382 |
120-319 |
|
LOW |
120-222 |
|
0.618 |
120-066 |
|
1.000 |
119-289 |
|
1.618 |
119-133 |
|
2.618 |
118-200 |
|
4.250 |
117-107 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-103 |
121-134 |
| PP |
121-066 |
121-127 |
| S1 |
121-028 |
121-121 |
|