ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 120-000 119-110 -0-210 -0.5% 119-070
High 120-010 119-250 -0-080 -0.2% 120-060
Low 119-070 119-080 0-010 0.0% 119-060
Close 119-110 119-180 0-070 0.2% 119-180
Range 0-260 0-170 -0-090 -34.6% 1-000
ATR 0-145 0-147 0-002 1.2% 0-000
Volume 238,562 449,623 211,061 88.5% 868,788
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-040 120-280 119-274
R3 120-190 120-110 119-227
R2 120-020 120-020 119-211
R1 119-260 119-260 119-196 119-300
PP 119-170 119-170 119-170 119-190
S1 119-090 119-090 119-164 119-130
S2 119-000 119-000 119-149
S3 118-150 118-240 119-133
S4 117-300 118-070 119-086
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-207 122-033 120-036
R3 121-207 121-033 119-268
R2 120-207 120-207 119-239
R1 120-033 120-033 119-209 120-120
PP 119-207 119-207 119-207 119-250
S1 119-033 119-033 119-151 119-120
S2 118-207 118-207 119-121
S3 117-207 118-033 119-092
S4 116-207 117-033 119-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 119-060 1-000 0.8% 0-172 0.4% 38% False False 181,692
10 120-260 119-040 1-220 1.4% 0-181 0.5% 26% False False 97,746
20 121-260 119-040 2-220 2.2% 0-152 0.4% 16% False False 50,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-012
2.618 121-055
1.618 120-205
1.000 120-100
0.618 120-035
HIGH 119-250
0.618 119-185
0.500 119-165
0.382 119-145
LOW 119-080
0.618 118-295
1.000 118-230
1.618 118-125
2.618 117-275
4.250 116-318
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 119-175 119-225
PP 119-170 119-210
S1 119-165 119-195

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

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