ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-055 |
120-232 |
-0-143 |
-0.4% |
121-295 |
| High |
121-145 |
120-250 |
-0-215 |
-0.6% |
122-020 |
| Low |
120-187 |
119-287 |
-0-220 |
-0.6% |
120-187 |
| Close |
120-242 |
120-040 |
-0-202 |
-0.5% |
120-242 |
| Range |
0-278 |
0-283 |
0-005 |
1.8% |
1-153 |
| ATR |
0-160 |
0-169 |
0-009 |
5.5% |
0-000 |
| Volume |
650,069 |
848,534 |
198,465 |
30.5% |
2,573,413 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-295 |
122-130 |
120-196 |
|
| R3 |
122-012 |
121-167 |
120-118 |
|
| R2 |
121-049 |
121-049 |
120-092 |
|
| R1 |
120-204 |
120-204 |
120-066 |
120-145 |
| PP |
120-086 |
120-086 |
120-086 |
120-056 |
| S1 |
119-241 |
119-241 |
120-014 |
119-182 |
| S2 |
119-123 |
119-123 |
119-308 |
|
| S3 |
118-160 |
118-278 |
119-282 |
|
| S4 |
117-197 |
117-315 |
119-204 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-182 |
124-205 |
121-182 |
|
| R3 |
124-029 |
123-052 |
121-052 |
|
| R2 |
122-196 |
122-196 |
121-009 |
|
| R1 |
121-219 |
121-219 |
120-285 |
121-131 |
| PP |
121-043 |
121-043 |
121-043 |
120-319 |
| S1 |
120-066 |
120-066 |
120-199 |
119-298 |
| S2 |
119-210 |
119-210 |
120-155 |
|
| S3 |
118-057 |
118-233 |
120-112 |
|
| S4 |
116-224 |
117-080 |
119-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-307 |
119-287 |
2-020 |
1.7% |
0-259 |
0.7% |
11% |
False |
True |
616,091 |
| 10 |
122-115 |
119-287 |
2-148 |
2.0% |
0-201 |
0.5% |
9% |
False |
True |
554,012 |
| 20 |
122-115 |
119-287 |
2-148 |
2.0% |
0-158 |
0.4% |
9% |
False |
True |
508,545 |
| 40 |
122-115 |
119-287 |
2-148 |
2.0% |
0-136 |
0.4% |
9% |
False |
True |
453,316 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-145 |
0.4% |
35% |
False |
False |
424,123 |
| 80 |
122-115 |
117-240 |
4-195 |
3.8% |
0-133 |
0.3% |
52% |
False |
False |
319,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-173 |
|
2.618 |
123-031 |
|
1.618 |
122-068 |
|
1.000 |
121-213 |
|
0.618 |
121-105 |
|
HIGH |
120-250 |
|
0.618 |
120-142 |
|
0.500 |
120-108 |
|
0.382 |
120-075 |
|
LOW |
119-287 |
|
0.618 |
119-112 |
|
1.000 |
119-004 |
|
1.618 |
118-149 |
|
2.618 |
117-186 |
|
4.250 |
116-044 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-108 |
120-240 |
| PP |
120-086 |
120-173 |
| S1 |
120-063 |
120-106 |
|