ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 121-020 121-070 0-050 0.1% 121-080
High 121-050 121-150 0-100 0.3% 121-080
Low 120-310 121-020 0-030 0.1% 120-060
Close 121-040 121-100 0-060 0.2% 121-000
Range 0-060 0-130 0-070 116.7% 1-020
ATR 0-064 0-069 0-005 7.3% 0-000
Volume 1,099 1,410 311 28.3% 2,377
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-160 122-100 121-172
R3 122-030 121-290 121-136
R2 121-220 121-220 121-124
R1 121-160 121-160 121-112 121-190
PP 121-090 121-090 121-090 121-105
S1 121-030 121-030 121-088 121-060
S2 120-280 120-280 121-076
S3 120-150 120-220 121-064
S4 120-020 120-090 121-028
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 124-000 123-180 121-187
R3 122-300 122-160 121-094
R2 121-280 121-280 121-062
R1 121-140 121-140 121-031 121-040
PP 120-260 120-260 120-260 120-210
S1 120-120 120-120 120-289 120-020
S2 119-240 119-240 120-258
S3 118-220 119-100 120-226
S4 117-200 118-080 120-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-150 120-230 0-240 0.6% 0-050 0.1% 79% True False 798
10 121-150 120-060 1-090 1.1% 0-057 0.1% 88% True False 593
20 121-150 120-060 1-090 1.1% 0-031 0.1% 88% True False 303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-062
2.618 122-170
1.618 122-040
1.000 121-280
0.618 121-230
HIGH 121-150
0.618 121-100
0.500 121-085
0.382 121-070
LOW 121-020
0.618 120-260
1.000 120-210
1.618 120-130
2.618 120-000
4.250 119-108
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 121-095 121-088
PP 121-090 121-077
S1 121-085 121-065

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

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