ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 121-080 120-290 -0-110 -0.3% 121-040
High 121-080 120-290 -0-110 -0.3% 121-040
Low 120-270 120-160 -0-110 -0.3% 121-000
Close 120-290 120-160 -0-130 -0.3% 121-020
Range 0-130 0-130 0-000 0.0% 0-040
ATR 0-052 0-058 0-006 10.7% 0-000
Volume 101 511 410 405.9% 180
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 121-273 121-187 120-232
R3 121-143 121-057 120-196
R2 121-013 121-013 120-184
R1 120-247 120-247 120-172 120-225
PP 120-203 120-203 120-203 120-192
S1 120-117 120-117 120-148 120-095
S2 120-073 120-073 120-136
S3 119-263 119-307 120-124
S4 119-133 119-177 120-088
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
5 121-080 120-160 0-240 0.6% 0-054 0.1% 0% False True 155
10 121-080 120-160 0-240 0.6% 0-031 0.1% 0% False True 80
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
4.250 122-202
2.618 121-310
1.618 121-180
1.000 121-100
0.618 121-050
HIGH 120-290
0.618 120-240
0.500 120-225
0.382 120-210
LOW 120-160
0.618 120-080
1.000 120-030
1.618 119-270
2.618 119-140
4.250 118-248
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 120-225 120-280
PP 120-203 120-240
S1 120-182 120-200

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

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