ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 120-250 121-010 0-080 0.2% 121-000
High 120-270 121-010 0-060 0.2% 121-260
Low 120-030 120-180 0-150 0.4% 120-300
Close 120-270 120-140 -0-130 -0.3% 121-130
Range 0-240 0-150 -0-090 -37.5% 0-280
ATR 0-105 0-108 0-003 3.1% 0-000
Volume 2,668 10,768 8,100 303.6% 11,089
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-027 121-233 120-222
R3 121-197 121-083 120-181
R2 121-047 121-047 120-168
R1 120-253 120-253 120-154 120-235
PP 120-217 120-217 120-217 120-208
S1 120-103 120-103 120-126 120-085
S2 120-067 120-067 120-112
S3 119-237 119-273 120-099
S4 119-087 119-123 120-058
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
5 121-210 120-030 1-180 1.3% 0-172 0.4% 22% False False 5,388
10 121-260 120-030 1-230 1.4% 0-123 0.3% 20% False False 3,255
20 121-260 120-030 1-230 1.4% 0-080 0.2% 20% False False 1,732
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 True
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-008
2.618 122-083
1.618 121-253
1.000 121-160
0.618 121-103
HIGH 121-010
0.618 120-273
0.500 120-255
0.382 120-237
LOW 120-180
0.618 120-087
1.000 120-030
1.618 119-257
2.618 119-107
4.250 118-182
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 120-255 120-240
PP 120-217 120-207
S1 120-178 120-173

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

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