ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 120-290 120-100 -0-190 -0.5% 121-040
High 120-290 120-120 -0-170 -0.4% 121-040
Low 120-160 120-060 -0-100 -0.3% 121-000
Close 120-160 120-080 -0-080 -0.2% 121-020
Range 0-130 0-060 -0-070 -53.8% 0-040
ATR 0-058 0-061 0-003 5.2% 0-000
Volume 511 1,166 655 128.2% 180
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 120-267 120-233 120-113
R3 120-207 120-173 120-096
R2 120-147 120-147 120-091
R1 120-113 120-113 120-086 120-100
PP 120-087 120-087 120-087 120-080
S1 120-053 120-053 120-074 120-040
S2 120-027 120-027 120-069
S3 119-287 119-313 120-064
S4 119-227 119-253 120-047
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
5 121-080 120-060 1-020 0.9% 0-064 0.2% 6% False True 387
10 121-080 120-060 1-020 0.9% 0-037 0.1% 6% False True 196
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 0-002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-055
2.618 120-277
1.618 120-217
1.000 120-180
0.618 120-157
HIGH 120-120
0.618 120-097
0.500 120-090
0.382 120-083
LOW 120-060
0.618 120-023
1.000 120-000
1.618 119-283
2.618 119-223
4.250 119-125
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 120-090 120-230
PP 120-087 120-180
S1 120-083 120-130

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

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