ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 121-020 121-080 0-060 0.2% 121-040
High 121-020 121-080 0-060 0.2% 121-040
Low 121-020 120-270 -0-070 -0.2% 121-000
Close 121-020 120-290 -0-050 -0.1% 121-020
Range 0-000 0-130 0-130 0-040
ATR 0-000 0-052 0-052 0-000
Volume 102 101 -1 -1.0% 180
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-070 121-310 121-042
R3 121-260 121-180 121-006
R2 121-130 121-130 120-314
R1 121-050 121-050 120-302 121-025
PP 121-000 121-000 121-000 120-308
S1 120-240 120-240 120-278 120-215
S2 120-190 120-190 120-266
S3 120-060 120-110 120-254
S4 119-250 119-300 120-218
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
5 121-080 120-270 0-130 0.3% 0-032 0.1% 15% True True 53
10 121-080 120-260 0-140 0.4% 0-018 0.0% 21% True False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-312
2.618 122-100
1.618 121-290
1.000 121-210
0.618 121-160
HIGH 121-080
0.618 121-030
0.500 121-015
0.382 121-000
LOW 120-270
0.618 120-190
1.000 120-140
1.618 120-060
2.618 119-250
4.250 119-038
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 121-015 121-015
PP 121-000 121-000
S1 120-305 120-305

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

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