ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-090 |
120-055 |
-0-035 |
-0.1% |
120-232 |
| High |
120-107 |
120-112 |
0-005 |
0.0% |
120-250 |
| Low |
119-277 |
120-012 |
0-055 |
0.1% |
119-277 |
| Close |
120-067 |
120-040 |
-0-027 |
-0.1% |
120-040 |
| Range |
0-150 |
0-100 |
-0-050 |
-33.3% |
0-293 |
| ATR |
0-165 |
0-160 |
-0-005 |
-2.8% |
0-000 |
| Volume |
510,487 |
317,364 |
-193,123 |
-37.8% |
2,861,581 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-035 |
120-297 |
120-095 |
|
| R3 |
120-255 |
120-197 |
120-068 |
|
| R2 |
120-155 |
120-155 |
120-058 |
|
| R1 |
120-097 |
120-097 |
120-049 |
120-076 |
| PP |
120-055 |
120-055 |
120-055 |
120-044 |
| S1 |
119-317 |
119-317 |
120-031 |
119-296 |
| S2 |
119-275 |
119-275 |
120-022 |
|
| S3 |
119-175 |
119-217 |
120-012 |
|
| S4 |
119-075 |
119-117 |
119-305 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-001 |
122-154 |
120-201 |
|
| R3 |
122-028 |
121-181 |
120-121 |
|
| R2 |
121-055 |
121-055 |
120-094 |
|
| R1 |
120-208 |
120-208 |
120-067 |
120-145 |
| PP |
120-082 |
120-082 |
120-082 |
120-051 |
| S1 |
119-235 |
119-235 |
120-013 |
119-172 |
| S2 |
119-109 |
119-109 |
119-306 |
|
| S3 |
118-136 |
118-262 |
119-279 |
|
| S4 |
117-163 |
117-289 |
119-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-277 |
0-293 |
0.8% |
0-165 |
0.4% |
28% |
False |
False |
572,316 |
| 10 |
122-020 |
119-277 |
2-063 |
1.8% |
0-194 |
0.5% |
12% |
False |
False |
543,499 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-168 |
0.4% |
10% |
False |
False |
533,313 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-137 |
0.4% |
10% |
False |
False |
461,024 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-145 |
0.4% |
35% |
False |
False |
449,322 |
| 80 |
122-115 |
118-140 |
3-295 |
3.3% |
0-135 |
0.4% |
43% |
False |
False |
345,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-217 |
|
2.618 |
121-054 |
|
1.618 |
120-274 |
|
1.000 |
120-212 |
|
0.618 |
120-174 |
|
HIGH |
120-112 |
|
0.618 |
120-074 |
|
0.500 |
120-062 |
|
0.382 |
120-050 |
|
LOW |
120-012 |
|
0.618 |
119-270 |
|
1.000 |
119-232 |
|
1.618 |
119-170 |
|
2.618 |
119-070 |
|
4.250 |
118-227 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-062 |
120-058 |
| PP |
120-055 |
120-052 |
| S1 |
120-047 |
120-046 |
|