ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 121-150 121-130 -0-020 -0.1% 121-000
High 121-150 121-130 -0-020 -0.1% 121-260
Low 121-070 120-160 -0-230 -0.6% 120-300
Close 121-070 120-180 -0-210 -0.5% 121-130
Range 0-080 0-290 0-210 262.5% 0-280
ATR 0-080 0-095 0-015 18.9% 0-000
Volume 5,943 1,618 -4,325 -72.8% 11,089
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 123-173 122-307 121-020
R3 122-203 122-017 120-260
R2 121-233 121-233 120-233
R1 121-047 121-047 120-207 120-315
PP 120-263 120-263 120-263 120-238
S1 120-077 120-077 120-153 120-025
S2 119-293 119-293 120-127
S3 119-003 119-107 120-100
S4 118-033 118-137 120-020
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
5 121-260 120-160 1-100 1.1% 0-144 0.4% 5% False True 3,333
10 121-260 120-060 1-200 1.3% 0-090 0.2% 23% False False 2,041
20 121-260 120-060 1-200 1.3% 0-060 0.2% 23% False False 1,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 125-082
2.618 123-249
1.618 122-279
1.000 122-100
0.618 121-309
HIGH 121-130
0.618 121-019
0.500 120-305
0.382 120-271
LOW 120-160
0.618 119-301
1.000 119-190
1.618 119-011
2.618 118-041
4.250 116-208
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 120-305 121-025
PP 120-263 120-290
S1 120-222 120-235

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

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