ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-227 |
0-047 |
0.1% |
120-232 |
| High |
120-290 |
120-247 |
-0-043 |
-0.1% |
120-250 |
| Low |
120-165 |
120-000 |
-0-165 |
-0.4% |
119-277 |
| Close |
120-242 |
120-042 |
-0-200 |
-0.5% |
120-040 |
| Range |
0-125 |
0-247 |
0-122 |
97.6% |
0-293 |
| ATR |
0-161 |
0-167 |
0-006 |
3.8% |
0-000 |
| Volume |
701,186 |
865,313 |
164,127 |
23.4% |
2,861,581 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-197 |
122-047 |
120-178 |
|
| R3 |
121-270 |
121-120 |
120-110 |
|
| R2 |
121-023 |
121-023 |
120-087 |
|
| R1 |
120-193 |
120-193 |
120-065 |
120-144 |
| PP |
120-096 |
120-096 |
120-096 |
120-072 |
| S1 |
119-266 |
119-266 |
120-019 |
119-218 |
| S2 |
119-169 |
119-169 |
119-317 |
|
| S3 |
118-242 |
119-019 |
119-294 |
|
| S4 |
117-315 |
118-092 |
119-226 |
|
|
| 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 |
120-290 |
119-277 |
1-013 |
0.9% |
0-167 |
0.4% |
26% |
False |
False |
586,273 |
| 10 |
121-192 |
119-277 |
1-235 |
1.4% |
0-189 |
0.5% |
15% |
False |
False |
574,747 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-178 |
0.5% |
11% |
False |
False |
558,149 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-143 |
0.4% |
11% |
False |
False |
485,072 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-145 |
0.4% |
35% |
False |
False |
462,896 |
| 80 |
122-115 |
118-270 |
3-165 |
2.9% |
0-138 |
0.4% |
37% |
False |
False |
371,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-017 |
|
2.618 |
122-254 |
|
1.618 |
122-007 |
|
1.000 |
121-174 |
|
0.618 |
121-080 |
|
HIGH |
120-247 |
|
0.618 |
120-153 |
|
0.500 |
120-124 |
|
0.382 |
120-094 |
|
LOW |
120-000 |
|
0.618 |
119-167 |
|
1.000 |
119-073 |
|
1.618 |
118-240 |
|
2.618 |
117-313 |
|
4.250 |
116-230 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-124 |
120-134 |
| PP |
120-096 |
120-103 |
| S1 |
120-069 |
120-072 |
|