ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
121-020 |
0-020 |
0.1% |
121-080 |
| High |
121-040 |
121-050 |
0-010 |
0.0% |
121-080 |
| Low |
120-300 |
120-310 |
0-010 |
0.0% |
120-060 |
| Close |
121-030 |
121-040 |
0-010 |
0.0% |
121-000 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
1-020 |
| ATR |
0-065 |
0-064 |
0-000 |
-0.5% |
0-000 |
| Volume |
883 |
1,099 |
216 |
24.5% |
2,377 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-207 |
121-183 |
121-073 |
|
| R3 |
121-147 |
121-123 |
121-056 |
|
| R2 |
121-087 |
121-087 |
121-051 |
|
| R1 |
121-063 |
121-063 |
121-046 |
121-075 |
| PP |
121-027 |
121-027 |
121-027 |
121-032 |
| S1 |
121-003 |
121-003 |
121-034 |
121-015 |
| S2 |
120-287 |
120-287 |
121-029 |
|
| S3 |
120-227 |
120-263 |
121-024 |
|
| S4 |
120-167 |
120-203 |
121-007 |
|
|
| 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 |
121-305 |
|
2.618 |
121-207 |
|
1.618 |
121-147 |
|
1.000 |
121-110 |
|
0.618 |
121-087 |
|
HIGH |
121-050 |
|
0.618 |
121-027 |
|
0.500 |
121-020 |
|
0.382 |
121-013 |
|
LOW |
120-310 |
|
0.618 |
120-273 |
|
1.000 |
120-250 |
|
1.618 |
120-213 |
|
2.618 |
120-153 |
|
4.250 |
120-055 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-033 |
121-027 |
| PP |
121-027 |
121-013 |
| S1 |
121-020 |
121-000 |
|