ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-015 |
-0-040 |
-0.1% |
120-232 |
| High |
120-112 |
120-190 |
0-078 |
0.2% |
120-250 |
| Low |
120-012 |
119-297 |
-0-035 |
-0.1% |
119-277 |
| Close |
120-040 |
120-167 |
0-127 |
0.3% |
120-040 |
| Range |
0-100 |
0-213 |
0-113 |
113.0% |
0-293 |
| ATR |
0-160 |
0-164 |
0-004 |
2.4% |
0-000 |
| Volume |
317,364 |
537,015 |
219,651 |
69.2% |
2,861,581 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
122-032 |
120-284 |
|
| R3 |
121-217 |
121-139 |
120-226 |
|
| R2 |
121-004 |
121-004 |
120-206 |
|
| R1 |
120-246 |
120-246 |
120-187 |
120-285 |
| PP |
120-111 |
120-111 |
120-111 |
120-131 |
| S1 |
120-033 |
120-033 |
120-147 |
120-072 |
| S2 |
119-218 |
119-218 |
120-128 |
|
| S3 |
119-005 |
119-140 |
120-108 |
|
| S4 |
118-112 |
118-247 |
120-050 |
|
|
| 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 |
120-190 |
119-277 |
0-233 |
0.6% |
0-151 |
0.4% |
90% |
True |
False |
510,012 |
| 10 |
121-307 |
119-277 |
2-030 |
1.7% |
0-205 |
0.5% |
31% |
False |
False |
563,051 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-172 |
0.4% |
26% |
False |
False |
535,638 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-139 |
0.4% |
26% |
False |
False |
467,448 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-145 |
0.4% |
46% |
False |
False |
451,096 |
| 80 |
122-115 |
118-250 |
3-185 |
3.0% |
0-135 |
0.4% |
49% |
False |
False |
351,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-135 |
|
2.618 |
122-108 |
|
1.618 |
121-215 |
|
1.000 |
121-083 |
|
0.618 |
121-002 |
|
HIGH |
120-190 |
|
0.618 |
120-109 |
|
0.500 |
120-084 |
|
0.382 |
120-058 |
|
LOW |
119-297 |
|
0.618 |
119-165 |
|
1.000 |
119-084 |
|
1.618 |
118-272 |
|
2.618 |
118-059 |
|
4.250 |
117-032 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-139 |
120-136 |
| PP |
120-111 |
120-105 |
| S1 |
120-084 |
120-074 |
|