ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 121-000 121-020 0-020 0.1% 121-050
High 121-020 121-020 0-000 0.0% 121-050
Low 121-000 121-010 0-010 0.0% 120-260
Close 121-070 121-080 0-010 0.0% 120-260
Range 0-020 0-010 -0-010 -50.0% 0-110
ATR
Volume 1 3 2 200.0% 58
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 121-067 121-083 121-086
R3 121-057 121-073 121-083
R2 121-047 121-047 121-082
R1 121-063 121-063 121-081 121-055
PP 121-037 121-037 121-037 121-032
S1 121-053 121-053 121-079 121-045
S2 121-027 121-027 121-078
S3 121-017 121-043 121-077
S4 121-007 121-033 121-074
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 121-307 121-233 121-000
R3 121-197 121-123 120-290
R2 121-087 121-087 120-280
R1 121-013 121-013 120-270 120-315
PP 120-297 120-297 120-297 120-288
S1 120-223 120-223 120-250 120-205
S2 120-187 120-187 120-240
S3 120-077 120-113 120-230
S4 119-287 120-003 120-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 120-260 0-100 0.3% 0-010 0.0% 140% False False 5
10 121-050 120-260 0-110 0.3% 0-005 0.0% 127% False False 14
Crabel Price Patterns
NR True
NR4 False
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-062
2.618 121-046
1.618 121-036
1.000 121-030
0.618 121-026
HIGH 121-020
0.618 121-016
0.500 121-015
0.382 121-014
LOW 121-010
0.618 121-004
1.000 121-000
1.618 120-314
2.618 120-304
4.250 120-288
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 121-058 121-060
PP 121-037 121-040
S1 121-015 121-020

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

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