ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 121-030 121-020 -0-010 0.0% 121-040
High 121-030 121-020 -0-010 0.0% 121-040
Low 121-030 121-020 -0-010 0.0% 121-000
Close 121-040 121-020 -0-020 -0.1% 121-020
Range
ATR
Volume 59 102 43 72.9% 180
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 121-020 121-020 121-020
R3 121-020 121-020 121-020
R2 121-020 121-020 121-020
R1 121-020 121-020 121-020 121-020
PP 121-020 121-020 121-020 121-020
S1 121-020 121-020 121-020 121-020
S2 121-020 121-020 121-020
S3 121-020 121-020 121-020
S4 121-020 121-020 121-020
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 121-140 121-120 121-042
R3 121-100 121-080 121-031
R2 121-060 121-060 121-027
R1 121-040 121-040 121-024 121-030
PP 121-020 121-020 121-020 121-015
S1 121-000 121-000 121-016 120-310
S2 120-300 120-300 121-013
S3 120-260 120-280 121-009
S4 120-220 120-240 120-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 121-000 0-040 0.1% 0-006 0.0% 50% False False 36
10 121-050 120-260 0-110 0.3% 0-005 0.0% 73% False False 23
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 121-020
2.618 121-020
1.618 121-020
1.000 121-020
0.618 121-020
HIGH 121-020
0.618 121-020
0.500 121-020
0.382 121-020
LOW 121-020
0.618 121-020
1.000 121-020
1.618 121-020
2.618 121-020
4.250 121-020
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 121-020 121-020
PP 121-020 121-020
S1 121-020 121-020

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

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