ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 121-010 120-240 -0-090 -0.2% 121-150
High 121-010 120-260 -0-070 -0.2% 121-150
Low 120-180 120-010 -0-170 -0.4% 120-010
Close 120-140 120-030 -0-110 -0.3% 120-030
Range 0-150 0-250 0-100 66.7% 1-140
ATR 0-108 0-118 0-010 9.4% 0-000
Volume 10,768 339 -10,429 -96.9% 21,336
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-210 122-050 120-168
R3 121-280 121-120 120-099
R2 121-030 121-030 120-076
R1 120-190 120-190 120-053 120-145
PP 120-100 120-100 120-100 120-078
S1 119-260 119-260 120-007 119-215
S2 119-170 119-170 119-304
S3 118-240 119-010 119-281
S4 117-310 118-080 119-212
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 124-270 123-290 120-283
R3 123-130 122-150 120-156
R2 121-310 121-310 120-114
R1 121-010 121-010 120-072 120-250
PP 120-170 120-170 120-170 120-130
S1 119-190 119-190 119-308 119-110
S2 119-030 119-030 119-266
S3 117-210 118-050 119-224
S4 116-070 116-230 119-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-150 120-010 1-140 1.2% 0-202 0.5% 4% False True 4,267
10 121-260 120-010 1-250 1.5% 0-148 0.4% 4% False True 3,242
20 121-260 120-010 1-250 1.5% 0-092 0.2% 4% False True 1,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-042
2.618 122-274
1.618 122-024
1.000 121-190
0.618 121-094
HIGH 120-260
0.618 120-164
0.500 120-135
0.382 120-106
LOW 120-010
0.618 119-176
1.000 119-080
1.618 118-246
2.618 117-316
4.250 116-228
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 120-135 120-170
PP 120-100 120-123
S1 120-065 120-077

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

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