ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 119-110 119-130 0-020 0.1% 121-150
High 119-200 119-250 0-050 0.1% 121-150
Low 119-040 119-120 0-080 0.2% 120-010
Close 119-180 119-200 0-020 0.1% 120-030
Range 0-160 0-130 -0-030 -18.8% 1-140
ATR 0-133 0-132 0-000 -0.1% 0-000
Volume 9,308 15,404 6,096 65.5% 21,336
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 120-260 120-200 119-272
R3 120-130 120-070 119-236
R2 120-000 120-000 119-224
R1 119-260 119-260 119-212 119-290
PP 119-190 119-190 119-190 119-205
S1 119-130 119-130 119-188 119-160
S2 119-060 119-060 119-176
S3 118-250 119-000 119-164
S4 118-120 118-190 119-128
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
5 121-010 119-040 1-290 1.6% 0-196 0.5% 26% False False 10,582
10 121-260 119-040 2-220 2.2% 0-181 0.5% 19% False False 7,083
20 121-260 119-040 2-220 2.2% 0-119 0.3% 19% False False 3,838
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-162
2.618 120-270
1.618 120-140
1.000 120-060
0.618 120-010
HIGH 119-250
0.618 119-200
0.500 119-185
0.382 119-170
LOW 119-120
0.618 119-040
1.000 118-310
1.618 118-230
2.618 118-100
4.250 117-208
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 119-195 119-200
PP 119-190 119-200
S1 119-185 119-200

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

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