ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 120-240 120-010 -0-230 -0.6% 121-150
High 120-260 120-040 -0-220 -0.6% 121-150
Low 120-010 119-070 -0-260 -0.7% 120-010
Close 120-030 119-130 -0-220 -0.6% 120-030
Range 0-250 0-290 0-040 16.0% 1-140
ATR 0-118 0-131 0-012 10.4% 0-000
Volume 339 17,093 16,754 4,942.2% 21,336
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-097 121-243 119-290
R3 121-127 120-273 119-210
R2 120-157 120-157 119-183
R1 119-303 119-303 119-157 119-245
PP 119-187 119-187 119-187 119-158
S1 119-013 119-013 119-103 118-275
S2 118-217 118-217 119-077
S3 117-247 118-043 119-050
S4 116-277 117-073 118-290
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
5 121-130 119-070 2-060 1.8% 0-244 0.6% 9% False True 6,497
10 121-260 119-070 2-190 2.2% 0-171 0.4% 7% False True 4,863
20 121-260 119-070 2-190 2.2% 0-106 0.3% 7% False True 2,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-312
2.618 122-159
1.618 121-189
1.000 121-010
0.618 120-219
HIGH 120-040
0.618 119-249
0.500 119-215
0.382 119-181
LOW 119-070
0.618 118-211
1.000 118-100
1.618 117-241
2.618 116-271
4.250 115-118
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 119-215 120-040
PP 119-187 119-283
S1 119-158 119-207

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

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