ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 119-180 119-070 -0-110 -0.3% 120-010
High 119-190 119-270 0-080 0.2% 120-040
Low 119-100 119-060 -0-040 -0.1% 119-040
Close 119-120 119-250 0-130 0.3% 119-120
Range 0-090 0-210 0-120 133.3% 1-000
ATR 0-131 0-136 0-006 4.3% 0-000
Volume 39,672 48,224 8,552 21.6% 108,341
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-183 121-107 120-046
R3 120-293 120-217 119-308
R2 120-083 120-083 119-288
R1 120-007 120-007 119-269 120-045
PP 119-193 119-193 119-193 119-212
S1 119-117 119-117 119-231 119-155
S2 118-303 118-303 119-212
S3 118-093 118-227 119-192
S4 117-203 118-017 119-134
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-173 121-307 119-296
R3 121-173 120-307 119-208
R2 120-173 120-173 119-179
R1 119-307 119-307 119-149 119-240
PP 119-173 119-173 119-173 119-140
S1 118-307 118-307 119-091 118-240
S2 118-173 118-173 119-061
S3 117-173 117-307 119-032
S4 116-173 116-307 118-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-270 119-040 0-230 0.6% 0-142 0.4% 91% True False 27,894
10 121-130 119-040 2-090 1.9% 0-193 0.5% 29% False False 17,195
20 121-260 119-040 2-220 2.2% 0-134 0.3% 24% False False 9,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-202
2.618 121-180
1.618 120-290
1.000 120-160
0.618 120-080
HIGH 119-270
0.618 119-190
0.500 119-165
0.382 119-140
LOW 119-060
0.618 118-250
1.000 118-170
1.618 118-040
2.618 117-150
4.250 116-128
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 119-222 119-220
PP 119-193 119-190
S1 119-165 119-160

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

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