ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 122-072 121-295 -0-097 -0.2% 121-185
High 122-085 122-020 -0-065 -0.2% 122-115
Low 121-272 121-240 -0-032 -0.1% 121-030
Close 121-300 121-247 -0-053 -0.1% 121-300
Range 0-133 0-100 -0-033 -24.8% 1-085
ATR 0-130 0-128 -0-002 -1.7% 0-000
Volume 543,643 341,490 -202,153 -37.2% 2,548,073
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-256 122-191 121-302
R3 122-156 122-091 121-274
R2 122-056 122-056 121-265
R1 121-311 121-311 121-256 121-294
PP 121-276 121-276 121-276 121-267
S1 121-211 121-211 121-238 121-194
S2 121-176 121-176 121-229
S3 121-076 121-111 121-220
S4 120-296 121-011 121-192
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 125-190 125-010 122-203
R3 124-105 123-245 122-091
R2 123-020 123-020 122-054
R1 122-160 122-160 122-017 122-250
PP 121-255 121-255 121-255 121-300
S1 121-075 121-075 121-263 121-165
S2 120-170 120-170 121-226
S3 119-085 119-310 121-189
S4 118-000 118-225 121-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-115 121-030 1-085 1.0% 0-142 0.4% 54% False False 491,933
10 122-115 120-240 1-195 1.3% 0-139 0.4% 63% False False 508,225
20 122-115 120-240 1-195 1.3% 0-123 0.3% 63% False False 460,556
40 122-115 119-145 2-290 2.4% 0-120 0.3% 80% False False 426,331
60 122-115 118-297 3-138 2.8% 0-134 0.3% 83% False False 374,416
80 122-115 117-240 4-195 3.8% 0-118 0.3% 87% False False 281,441
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-125
2.618 122-282
1.618 122-182
1.000 122-120
0.618 122-082
HIGH 122-020
0.618 121-302
0.500 121-290
0.382 121-278
LOW 121-240
0.618 121-178
1.000 121-140
1.618 121-078
2.618 120-298
4.250 120-135
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 121-290 122-018
PP 121-276 121-307
S1 121-261 121-277

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

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