ECBOT 5 Year T-Note Future March 2011
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 |
119-270 |
119-000 |
-0-270 |
-0.7% |
119-070 |
High |
119-270 |
119-050 |
-0-220 |
-0.6% |
120-060 |
Low |
118-290 |
118-210 |
-0-080 |
-0.2% |
119-060 |
Close |
119-020 |
118-270 |
-0-070 |
-0.2% |
119-180 |
Range |
0-300 |
0-160 |
-0-140 |
-46.7% |
1-000 |
ATR |
0-157 |
0-157 |
0-000 |
0.2% |
0-000 |
Volume |
608,910 |
780,184 |
171,274 |
28.1% |
868,788 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-123 |
120-037 |
119-038 |
|
R3 |
119-283 |
119-197 |
118-314 |
|
R2 |
119-123 |
119-123 |
118-299 |
|
R1 |
119-037 |
119-037 |
118-285 |
119-000 |
PP |
118-283 |
118-283 |
118-283 |
118-265 |
S1 |
118-197 |
118-197 |
118-255 |
118-160 |
S2 |
118-123 |
118-123 |
118-241 |
|
S3 |
117-283 |
118-037 |
118-226 |
|
S4 |
117-123 |
117-197 |
118-182 |
|
|
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 |
121-090 |
2.618 |
120-149 |
1.618 |
119-309 |
1.000 |
119-210 |
0.618 |
119-149 |
HIGH |
119-050 |
0.618 |
118-309 |
0.500 |
118-290 |
0.382 |
118-271 |
LOW |
118-210 |
0.618 |
118-111 |
1.000 |
118-050 |
1.618 |
117-271 |
2.618 |
117-111 |
4.250 |
116-170 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
118-290 |
119-115 |
PP |
118-283 |
119-060 |
S1 |
118-277 |
119-005 |
|