ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 120-090 120-130 0-040 0.1% 120-015
High 120-167 120-257 0-090 0.2% 120-290
Low 120-037 120-125 0-088 0.2% 119-297
Close 120-142 120-200 0-058 0.2% 120-097
Range 0-130 0-132 0-002 1.5% 0-313
ATR 0-165 0-162 -0-002 -1.4% 0-000
Volume 617,679 282,950 -334,729 -54.2% 2,547,156
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-270 121-207 120-273
R3 121-138 121-075 120-236
R2 121-006 121-006 120-224
R1 120-263 120-263 120-212 120-294
PP 120-194 120-194 120-194 120-210
S1 120-131 120-131 120-188 120-162
S2 120-062 120-062 120-176
S3 119-250 119-319 120-164
S4 119-118 119-187 120-127
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 123-100 122-252 120-269
R3 122-107 121-259 120-183
R2 121-114 121-114 120-154
R1 120-266 120-266 120-126 121-030
PP 120-121 120-121 120-121 120-164
S1 119-273 119-273 120-068 120-037
S2 119-128 119-128 120-040
S3 118-135 118-280 120-011
S4 117-142 117-287 119-245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-290 120-000 0-290 0.8% 0-161 0.4% 69% False False 582,154
10 120-290 119-277 1-013 0.9% 0-156 0.4% 73% False False 546,083
20 122-115 119-277 2-158 2.1% 0-178 0.5% 30% False False 550,047
40 122-115 119-277 2-158 2.1% 0-144 0.4% 30% False False 485,509
60 122-115 118-297 3-138 2.8% 0-143 0.4% 49% False False 462,057
80 122-115 118-297 3-138 2.8% 0-142 0.4% 49% False False 388,093
100 122-115 117-030 5-085 4.4% 0-124 0.3% 67% False False 310,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-178
2.618 121-283
1.618 121-151
1.000 121-069
0.618 121-019
HIGH 120-257
0.618 120-207
0.500 120-191
0.382 120-175
LOW 120-125
0.618 120-043
1.000 119-313
1.618 119-231
2.618 119-099
4.250 118-204
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 120-197 120-176
PP 120-194 120-153
S1 120-191 120-130

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

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