ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 121-020 120-252 -0-088 -0.2% 121-100
High 121-040 121-125 0-085 0.2% 121-277
Low 120-240 120-242 0-002 0.0% 121-100
Close 120-267 121-097 0-150 0.4% 121-187
Range 0-120 0-203 0-083 69.2% 0-177
ATR 0-115 0-122 0-006 5.4% 0-000
Volume 541,530 535,045 -6,485 -1.2% 1,861,729
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 123-017 122-260 121-209
R3 122-134 122-057 121-153
R2 121-251 121-251 121-134
R1 121-174 121-174 121-116 121-212
PP 121-048 121-048 121-048 121-067
S1 120-291 120-291 121-078 121-010
S2 120-165 120-165 121-060
S3 119-282 120-088 121-041
S4 119-079 119-205 120-305
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 123-079 122-310 121-284
R3 122-222 122-133 121-236
R2 122-045 122-045 121-219
R1 121-276 121-276 121-203 122-000
PP 121-188 121-188 121-188 121-210
S1 121-099 121-099 121-171 121-144
S2 121-011 121-011 121-155
S3 120-154 120-242 121-138
S4 119-297 120-065 121-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-252 120-240 1-012 0.9% 0-132 0.3% 53% False False 490,429
10 121-277 120-240 1-037 0.9% 0-120 0.3% 50% False False 454,160
20 121-277 120-202 1-075 1.0% 0-109 0.3% 54% False False 410,655
40 121-277 118-297 2-300 2.4% 0-128 0.3% 81% False False 417,518
60 121-277 118-297 2-300 2.4% 0-127 0.3% 81% False False 317,957
80 121-277 117-030 4-247 3.9% 0-108 0.3% 88% False False 238,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 124-028
2.618 123-016
1.618 122-133
1.000 122-008
0.618 121-250
HIGH 121-125
0.618 121-047
0.500 121-024
0.382 121-000
LOW 120-242
0.618 120-117
1.000 120-039
1.618 119-234
2.618 119-031
4.250 118-019
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 121-072 121-076
PP 121-048 121-055
S1 121-024 121-034

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These figures are updated between 7pm and 10pm EST after a trading day.

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