ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 121-170 121-150 -0-020 -0.1% 121-000
High 121-210 121-150 -0-060 -0.2% 121-260
Low 121-110 121-070 -0-040 -0.1% 120-300
Close 121-130 121-070 -0-060 -0.2% 121-130
Range 0-100 0-080 -0-020 -20.0% 0-280
ATR 0-080 0-080 0-000 0.0% 0-000
Volume 5,943 5,943 0 0.0% 11,089
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-017 121-283 121-114
R3 121-257 121-203 121-092
R2 121-177 121-177 121-085
R1 121-123 121-123 121-077 121-110
PP 121-097 121-097 121-097 121-090
S1 121-043 121-043 121-063 121-030
S2 121-017 121-017 121-055
S3 120-257 120-283 121-048
S4 120-177 120-203 121-026
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 124-003 123-187 121-284
R3 123-043 122-227 121-207
R2 122-083 122-083 121-181
R1 121-267 121-267 121-156 122-015
PP 121-123 121-123 121-123 121-158
S1 120-307 120-307 121-104 121-055
S2 120-163 120-163 121-079
S3 119-203 120-027 121-053
S4 118-243 119-067 120-296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-260 120-310 0-270 0.7% 0-098 0.3% 30% False False 3,229
10 121-260 120-060 1-200 1.3% 0-074 0.2% 63% False False 1,930
20 121-260 120-060 1-200 1.3% 0-046 0.1% 63% False False 981
Crabel Price Patterns
NR True
NR4 True
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-170
2.618 122-039
1.618 121-279
1.000 121-230
0.618 121-199
HIGH 121-150
0.618 121-119
0.500 121-110
0.382 121-101
LOW 121-070
0.618 121-021
1.000 120-310
1.618 120-261
2.618 120-181
4.250 120-050
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 121-110 121-165
PP 121-097 121-133
S1 121-083 121-102

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

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