ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-067 |
121-152 |
0-085 |
0.2% |
121-185 |
| High |
121-155 |
121-192 |
0-037 |
0.1% |
122-115 |
| Low |
120-222 |
120-310 |
0-088 |
0.2% |
121-030 |
| Close |
121-140 |
121-007 |
-0-133 |
-0.3% |
121-300 |
| Range |
0-253 |
0-202 |
-0-051 |
-20.2% |
1-085 |
| ATR |
0-147 |
0-151 |
0-004 |
2.7% |
0-000 |
| Volume |
799,978 |
132,307 |
-667,671 |
-83.5% |
2,548,073 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-029 |
122-220 |
121-118 |
|
| R3 |
122-147 |
122-018 |
121-063 |
|
| R2 |
121-265 |
121-265 |
121-044 |
|
| R1 |
121-136 |
121-136 |
121-026 |
121-100 |
| PP |
121-063 |
121-063 |
121-063 |
121-045 |
| S1 |
120-254 |
120-254 |
120-308 |
120-218 |
| S2 |
120-181 |
120-181 |
120-290 |
|
| S3 |
119-299 |
120-052 |
120-271 |
|
| S4 |
119-097 |
119-170 |
120-216 |
|
|
| 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 |
122-085 |
120-222 |
1-183 |
1.3% |
0-194 |
0.5% |
21% |
False |
False |
493,397 |
| 10 |
122-115 |
120-222 |
1-213 |
1.4% |
0-166 |
0.4% |
20% |
False |
False |
501,277 |
| 20 |
122-115 |
120-222 |
1-213 |
1.4% |
0-143 |
0.4% |
20% |
False |
False |
477,719 |
| 40 |
122-115 |
119-175 |
2-260 |
2.3% |
0-127 |
0.3% |
52% |
False |
False |
431,693 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-142 |
0.4% |
61% |
False |
False |
400,060 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-127 |
0.3% |
71% |
False |
False |
301,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-090 |
|
2.618 |
123-081 |
|
1.618 |
122-199 |
|
1.000 |
122-074 |
|
0.618 |
121-317 |
|
HIGH |
121-192 |
|
0.618 |
121-115 |
|
0.500 |
121-091 |
|
0.382 |
121-067 |
|
LOW |
120-310 |
|
0.618 |
120-185 |
|
1.000 |
120-108 |
|
1.618 |
119-303 |
|
2.618 |
119-101 |
|
4.250 |
118-092 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-091 |
121-104 |
| PP |
121-063 |
121-072 |
| S1 |
121-035 |
121-040 |
|