ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 119-247 120-055 0-128 0.3% 120-090
High 120-145 120-175 0-030 0.1% 120-257
Low 119-157 120-055 0-218 0.6% 119-157
Close 120-012 120-162 0-150 0.4% 120-012
Range 0-308 0-120 -0-188 -61.0% 1-100
ATR 0-178 0-177 -0-001 -0.6% 0-000
Volume 38,698 20,775 -17,923 -46.3% 1,149,198
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-171 121-126 120-228
R3 121-051 121-006 120-195
R2 120-251 120-251 120-184
R1 120-206 120-206 120-173 120-228
PP 120-131 120-131 120-131 120-142
S1 120-086 120-086 120-151 120-108
S2 120-011 120-011 120-140
S3 119-211 119-286 120-129
S4 119-091 119-166 120-096
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-015 123-114 120-243
R3 122-235 122-014 120-128
R2 121-135 121-135 120-089
R1 120-234 120-234 120-050 120-134
PP 120-035 120-035 120-035 119-306
S1 119-134 119-134 119-294 119-034
S2 118-255 118-255 119-255
S3 117-155 118-034 119-216
S4 116-055 116-254 119-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-257 119-157 1-100 1.1% 0-196 0.5% 77% False False 110,458
10 120-290 119-157 1-133 1.2% 0-186 0.5% 72% False False 371,712
20 122-020 119-157 2-183 2.1% 0-190 0.5% 39% False False 457,606
40 122-115 119-157 2-278 2.4% 0-155 0.4% 35% False False 451,562
60 122-115 118-297 3-138 2.8% 0-145 0.4% 46% False False 436,459
80 122-115 118-297 3-138 2.8% 0-148 0.4% 46% False False 391,143
100 122-115 117-240 4-195 3.8% 0-131 0.3% 60% False False 313,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122-045
2.618 121-169
1.618 121-049
1.000 120-295
0.618 120-249
HIGH 120-175
0.618 120-129
0.500 120-115
0.382 120-101
LOW 120-055
0.618 119-301
1.000 119-255
1.618 119-181
2.618 119-061
4.250 118-185
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 120-146 120-110
PP 120-131 120-058
S1 120-115 120-006

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

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