ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
121-000 |
0-050 |
0.1% |
121-080 |
| High |
120-270 |
121-040 |
0-090 |
0.2% |
121-080 |
| Low |
120-270 |
120-300 |
0-030 |
0.1% |
120-060 |
| Close |
121-000 |
121-030 |
0-030 |
0.1% |
121-000 |
| Range |
0-000 |
0-060 |
0-060 |
|
1-020 |
| ATR |
0-065 |
0-065 |
0-000 |
-0.6% |
0-000 |
| Volume |
471 |
883 |
412 |
87.5% |
2,377 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-197 |
121-173 |
121-063 |
|
| R3 |
121-137 |
121-113 |
121-046 |
|
| R2 |
121-077 |
121-077 |
121-041 |
|
| R1 |
121-053 |
121-053 |
121-036 |
121-065 |
| PP |
121-017 |
121-017 |
121-017 |
121-022 |
| S1 |
120-313 |
120-313 |
121-024 |
121-005 |
| S2 |
120-277 |
120-277 |
121-019 |
|
| S3 |
120-217 |
120-253 |
121-014 |
|
| S4 |
120-157 |
120-193 |
120-317 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-000 |
123-180 |
121-187 |
|
| R3 |
122-300 |
122-160 |
121-094 |
|
| R2 |
121-280 |
121-280 |
121-062 |
|
| R1 |
121-140 |
121-140 |
121-031 |
121-040 |
| PP |
120-260 |
120-260 |
120-260 |
120-210 |
| S1 |
120-120 |
120-120 |
120-289 |
120-020 |
| S2 |
119-240 |
119-240 |
120-258 |
|
| S3 |
118-220 |
119-100 |
120-226 |
|
| S4 |
117-200 |
118-080 |
120-133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-295 |
|
2.618 |
121-197 |
|
1.618 |
121-137 |
|
1.000 |
121-100 |
|
0.618 |
121-077 |
|
HIGH |
121-040 |
|
0.618 |
121-017 |
|
0.500 |
121-010 |
|
0.382 |
121-003 |
|
LOW |
120-300 |
|
0.618 |
120-263 |
|
1.000 |
120-240 |
|
1.618 |
120-203 |
|
2.618 |
120-143 |
|
4.250 |
120-045 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-023 |
121-012 |
| PP |
121-017 |
120-313 |
| S1 |
121-010 |
120-295 |
|