ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 119-260 120-000 0-060 0.2% 120-010
High 120-060 120-010 -0-050 -0.1% 120-040
Low 119-250 119-070 -0-180 -0.5% 119-040
Close 120-010 119-110 -0-220 -0.6% 119-120
Range 0-130 0-260 0-130 100.0% 1-000
ATR 0-136 0-145 0-009 6.5% 0-000
Volume 132,379 238,562 106,183 80.2% 108,341
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-310 121-150 119-253
R3 121-050 120-210 119-182
R2 120-110 120-110 119-158
R1 119-270 119-270 119-134 119-220
PP 119-170 119-170 119-170 119-145
S1 119-010 119-010 119-086 118-280
S2 118-230 118-230 119-062
S3 117-290 118-070 119-038
S4 117-030 117-130 118-287
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
5 120-060 119-050 1-010 0.9% 0-162 0.4% 18% False False 97,140
10 121-010 119-040 1-290 1.6% 0-179 0.5% 11% False False 53,861
20 121-260 119-040 2-220 2.3% 0-144 0.4% 8% False False 28,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 123-155
2.618 122-051
1.618 121-111
1.000 120-270
0.618 120-171
HIGH 120-010
0.618 119-231
0.500 119-200
0.382 119-169
LOW 119-070
0.618 118-229
1.000 118-130
1.618 117-289
2.618 117-029
4.250 115-245
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 119-200 119-220
PP 119-170 119-183
S1 119-140 119-147

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

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