ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-227 |
120-052 |
-0-175 |
-0.5% |
120-015 |
| High |
120-247 |
120-172 |
-0-075 |
-0.2% |
120-290 |
| Low |
120-000 |
120-002 |
0-002 |
0.0% |
119-297 |
| Close |
120-042 |
120-097 |
0-055 |
0.1% |
120-097 |
| Range |
0-247 |
0-170 |
-0-077 |
-31.2% |
0-313 |
| ATR |
0-167 |
0-167 |
0-000 |
0.1% |
0-000 |
| Volume |
865,313 |
443,642 |
-421,671 |
-48.7% |
2,547,156 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-199 |
120-190 |
|
| R3 |
121-110 |
121-029 |
120-144 |
|
| R2 |
120-260 |
120-260 |
120-128 |
|
| R1 |
120-179 |
120-179 |
120-113 |
120-220 |
| PP |
120-090 |
120-090 |
120-090 |
120-111 |
| S1 |
120-009 |
120-009 |
120-081 |
120-050 |
| S2 |
119-240 |
119-240 |
120-066 |
|
| S3 |
119-070 |
119-159 |
120-050 |
|
| S4 |
118-220 |
118-309 |
120-004 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-100 |
122-252 |
120-269 |
|
| R3 |
122-107 |
121-259 |
120-183 |
|
| R2 |
121-114 |
121-114 |
120-154 |
|
| R1 |
120-266 |
120-266 |
120-126 |
121-030 |
| PP |
120-121 |
120-121 |
120-121 |
120-164 |
| S1 |
119-273 |
119-273 |
120-068 |
120-037 |
| S2 |
119-128 |
119-128 |
120-040 |
|
| S3 |
118-135 |
118-280 |
120-011 |
|
| S4 |
117-142 |
117-287 |
119-245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-290 |
119-297 |
0-313 |
0.8% |
0-171 |
0.4% |
38% |
False |
False |
572,904 |
| 10 |
121-145 |
119-277 |
1-188 |
1.3% |
0-186 |
0.5% |
28% |
False |
False |
605,880 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-176 |
0.5% |
18% |
False |
False |
553,578 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-143 |
0.4% |
18% |
False |
False |
482,117 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-144 |
0.4% |
40% |
False |
False |
462,871 |
| 80 |
122-115 |
118-297 |
3-138 |
2.9% |
0-140 |
0.4% |
40% |
False |
False |
376,862 |
| 100 |
122-115 |
117-030 |
5-085 |
4.4% |
0-122 |
0.3% |
61% |
False |
False |
301,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-254 |
|
2.618 |
121-297 |
|
1.618 |
121-127 |
|
1.000 |
121-022 |
|
0.618 |
120-277 |
|
HIGH |
120-172 |
|
0.618 |
120-107 |
|
0.500 |
120-087 |
|
0.382 |
120-067 |
|
LOW |
120-002 |
|
0.618 |
119-217 |
|
1.000 |
119-152 |
|
1.618 |
119-047 |
|
2.618 |
118-197 |
|
4.250 |
117-240 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-094 |
120-145 |
| PP |
120-090 |
120-129 |
| S1 |
120-087 |
120-113 |
|