ECBOT 5 Year T-Note Future December 2010


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 120-130 120-192 0-062 0.2% 120-015
High 120-257 120-200 -0-057 -0.1% 120-290
Low 120-125 119-252 -0-193 -0.5% 119-297
Close 120-200 119-297 -0-223 -0.6% 120-097
Range 0-132 0-268 0-136 103.0% 0-313
ATR 0-162 0-170 0-008 4.6% 0-000
Volume 282,950 157,283 -125,667 -44.4% 2,547,156
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-200 122-037 120-124
R3 121-252 121-089 120-051
R2 120-304 120-304 120-026
R1 120-141 120-141 120-002 120-088
PP 120-036 120-036 120-036 120-010
S1 119-193 119-193 119-272 119-140
S2 119-088 119-088 119-248
S3 118-140 118-245 119-223
S4 117-192 117-297 119-150
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
5 120-257 119-252 1-005 0.8% 0-189 0.5% 14% False True 473,373
10 120-290 119-252 1-038 0.9% 0-167 0.4% 13% False True 494,192
20 122-115 119-252 2-183 2.1% 0-189 0.5% 5% False True 542,907
40 122-115 119-252 2-183 2.1% 0-150 0.4% 5% False True 481,032
60 122-115 118-297 3-138 2.9% 0-144 0.4% 29% False False 456,136
80 122-115 118-297 3-138 2.9% 0-145 0.4% 29% False False 390,013
100 122-115 117-030 5-085 4.4% 0-127 0.3% 54% False False 312,141
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 0-030
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-059
2.618 122-262
1.618 121-314
1.000 121-148
0.618 121-046
HIGH 120-200
0.618 120-098
0.500 120-066
0.382 120-034
LOW 119-252
0.618 119-086
1.000 118-304
1.618 118-138
2.618 117-190
4.250 116-073
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 120-066 120-094
PP 120-036 120-055
S1 120-007 120-016

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

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