ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-192 |
119-267 |
-0-245 |
-0.6% |
120-015 |
| High |
120-200 |
120-007 |
-0-193 |
-0.5% |
120-290 |
| Low |
119-252 |
119-177 |
-0-075 |
-0.2% |
119-297 |
| Close |
119-297 |
119-227 |
-0-070 |
-0.2% |
120-097 |
| Range |
0-268 |
0-150 |
-0-118 |
-44.0% |
0-313 |
| ATR |
0-170 |
0-168 |
-0-001 |
-0.8% |
0-000 |
| Volume |
157,283 |
52,588 |
-104,695 |
-66.6% |
2,547,156 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-054 |
120-290 |
119-310 |
|
| R3 |
120-224 |
120-140 |
119-268 |
|
| R2 |
120-074 |
120-074 |
119-254 |
|
| R1 |
119-310 |
119-310 |
119-241 |
119-277 |
| PP |
119-244 |
119-244 |
119-244 |
119-227 |
| S1 |
119-160 |
119-160 |
119-213 |
119-127 |
| S2 |
119-094 |
119-094 |
119-200 |
|
| S3 |
118-264 |
119-010 |
119-186 |
|
| S4 |
118-114 |
118-180 |
119-144 |
|
|
| 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 |
120-257 |
119-177 |
1-080 |
1.0% |
0-170 |
0.4% |
13% |
False |
True |
310,828 |
| 10 |
120-290 |
119-177 |
1-113 |
1.1% |
0-168 |
0.4% |
12% |
False |
True |
448,550 |
| 20 |
122-115 |
119-177 |
2-258 |
2.3% |
0-182 |
0.5% |
6% |
False |
True |
513,814 |
| 40 |
122-115 |
119-177 |
2-258 |
2.3% |
0-150 |
0.4% |
6% |
False |
True |
470,512 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-144 |
0.4% |
23% |
False |
False |
450,495 |
| 80 |
122-115 |
118-297 |
3-138 |
2.9% |
0-145 |
0.4% |
23% |
False |
False |
390,619 |
| 100 |
122-115 |
117-030 |
5-085 |
4.4% |
0-128 |
0.3% |
50% |
False |
False |
312,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-004 |
|
2.618 |
121-080 |
|
1.618 |
120-250 |
|
1.000 |
120-157 |
|
0.618 |
120-100 |
|
HIGH |
120-007 |
|
0.618 |
119-270 |
|
0.500 |
119-252 |
|
0.382 |
119-234 |
|
LOW |
119-177 |
|
0.618 |
119-084 |
|
1.000 |
119-027 |
|
1.618 |
118-254 |
|
2.618 |
118-104 |
|
4.250 |
117-180 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-252 |
120-057 |
| PP |
119-244 |
120-007 |
| S1 |
119-235 |
119-277 |
|