ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 121-130 120-250 -0-200 -0.5% 121-000
High 121-130 120-270 -0-180 -0.5% 121-260
Low 120-160 120-030 -0-130 -0.3% 120-300
Close 120-180 120-270 0-090 0.2% 121-130
Range 0-290 0-240 -0-050 -17.2% 0-280
ATR 0-095 0-105 0-010 11.0% 0-000
Volume 1,618 2,668 1,050 64.9% 11,089
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-270 122-190 121-082
R3 122-030 121-270 121-016
R2 121-110 121-110 120-314
R1 121-030 121-030 120-292 121-070
PP 120-190 120-190 120-190 120-210
S1 120-110 120-110 120-248 120-150
S2 119-270 119-270 120-226
S3 119-030 119-190 120-204
S4 118-110 118-270 120-138
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
5 121-260 120-030 1-230 1.4% 0-166 0.4% 44% False True 3,585
10 121-260 120-030 1-230 1.4% 0-108 0.3% 44% False True 2,191
20 121-260 120-030 1-230 1.4% 0-072 0.2% 44% False True 1,194
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-010
2.618 122-258
1.618 122-018
1.000 121-190
0.618 121-098
HIGH 120-270
0.618 120-178
0.500 120-150
0.382 120-122
LOW 120-030
0.618 119-202
1.000 119-110
1.618 118-282
2.618 118-042
4.250 116-290
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 120-230 120-263
PP 120-190 120-257
S1 120-150 120-250

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

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