ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-270 |
0-070 |
0.2% |
119-070 |
| High |
120-020 |
119-270 |
-0-070 |
-0.2% |
120-060 |
| Low |
119-190 |
118-290 |
-0-220 |
-0.6% |
119-060 |
| Close |
119-270 |
119-020 |
-0-250 |
-0.7% |
119-180 |
| Range |
0-150 |
0-300 |
0-150 |
100.0% |
1-000 |
| ATR |
0-146 |
0-157 |
0-011 |
7.6% |
0-000 |
| Volume |
519,947 |
608,910 |
88,963 |
17.1% |
868,788 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-027 |
121-163 |
119-185 |
|
| R3 |
121-047 |
120-183 |
119-102 |
|
| R2 |
120-067 |
120-067 |
119-075 |
|
| R1 |
119-203 |
119-203 |
119-048 |
119-145 |
| PP |
119-087 |
119-087 |
119-087 |
119-058 |
| S1 |
118-223 |
118-223 |
118-312 |
118-165 |
| S2 |
118-107 |
118-107 |
118-285 |
|
| S3 |
117-127 |
117-243 |
118-258 |
|
| S4 |
116-147 |
116-263 |
118-175 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
122-033 |
120-036 |
|
| R3 |
121-207 |
121-033 |
119-268 |
|
| R2 |
120-207 |
120-207 |
119-239 |
|
| R1 |
120-033 |
120-033 |
119-209 |
120-120 |
| PP |
119-207 |
119-207 |
119-207 |
119-250 |
| S1 |
119-033 |
119-033 |
119-151 |
119-120 |
| S2 |
118-207 |
118-207 |
119-121 |
|
| S3 |
117-207 |
118-033 |
119-092 |
|
| S4 |
116-207 |
117-033 |
119-004 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-265 |
|
2.618 |
122-095 |
|
1.618 |
121-115 |
|
1.000 |
120-250 |
|
0.618 |
120-135 |
|
HIGH |
119-270 |
|
0.618 |
119-155 |
|
0.500 |
119-120 |
|
0.382 |
119-085 |
|
LOW |
118-290 |
|
0.618 |
118-105 |
|
1.000 |
117-310 |
|
1.618 |
117-125 |
|
2.618 |
116-145 |
|
4.250 |
114-295 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-120 |
119-155 |
| PP |
119-087 |
119-110 |
| S1 |
119-053 |
119-065 |
|