ECBOT 5 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
121-030 |
121-020 |
-0-010 |
0.0% |
121-040 |
High |
121-030 |
121-020 |
-0-010 |
0.0% |
121-040 |
Low |
121-030 |
121-020 |
-0-010 |
0.0% |
121-000 |
Close |
121-040 |
121-020 |
-0-020 |
-0.1% |
121-020 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
59 |
102 |
43 |
72.9% |
180 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-020 |
121-020 |
121-020 |
|
R3 |
121-020 |
121-020 |
121-020 |
|
R2 |
121-020 |
121-020 |
121-020 |
|
R1 |
121-020 |
121-020 |
121-020 |
121-020 |
PP |
121-020 |
121-020 |
121-020 |
121-020 |
S1 |
121-020 |
121-020 |
121-020 |
121-020 |
S2 |
121-020 |
121-020 |
121-020 |
|
S3 |
121-020 |
121-020 |
121-020 |
|
S4 |
121-020 |
121-020 |
121-020 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-140 |
121-120 |
121-042 |
|
R3 |
121-100 |
121-080 |
121-031 |
|
R2 |
121-060 |
121-060 |
121-027 |
|
R1 |
121-040 |
121-040 |
121-024 |
121-030 |
PP |
121-020 |
121-020 |
121-020 |
121-015 |
S1 |
121-000 |
121-000 |
121-016 |
120-310 |
S2 |
120-300 |
120-300 |
121-013 |
|
S3 |
120-260 |
120-280 |
121-009 |
|
S4 |
120-220 |
120-240 |
120-318 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-020 |
2.618 |
121-020 |
1.618 |
121-020 |
1.000 |
121-020 |
0.618 |
121-020 |
HIGH |
121-020 |
0.618 |
121-020 |
0.500 |
121-020 |
0.382 |
121-020 |
LOW |
121-020 |
0.618 |
121-020 |
1.000 |
121-020 |
1.618 |
121-020 |
2.618 |
121-020 |
4.250 |
121-020 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
121-020 |
121-020 |
PP |
121-020 |
121-020 |
S1 |
121-020 |
121-020 |
|