ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 119-110 119-180 0-070 0.2% 119-070
High 119-250 119-240 -0-010 0.0% 120-060
Low 119-080 119-110 0-030 0.1% 119-060
Close 119-180 119-220 0-040 0.1% 119-180
Range 0-170 0-130 -0-040 -23.5% 1-000
ATR 0-147 0-145 -0-001 -0.8% 0-000
Volume 449,623 262,619 -187,004 -41.6% 868,788
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 120-260 120-210 119-292
R3 120-130 120-080 119-256
R2 120-000 120-000 119-244
R1 119-270 119-270 119-232 119-295
PP 119-190 119-190 119-190 119-202
S1 119-140 119-140 119-208 119-165
S2 119-060 119-060 119-196
S3 118-250 119-010 119-184
S4 118-120 118-200 119-148
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% 0-180 0.5% 50% False False 226,281
10 120-060 119-040 1-020 0.9% 0-169 0.4% 53% False False 123,974
20 121-260 119-040 2-220 2.2% 0-158 0.4% 21% False False 63,608
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-152
2.618 120-260
1.618 120-130
1.000 120-050
0.618 120-000
HIGH 119-240
0.618 119-190
0.500 119-175
0.382 119-160
LOW 119-110
0.618 119-030
1.000 118-300
1.618 118-220
2.618 118-090
4.250 117-198
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 119-205 119-213
PP 119-190 119-207
S1 119-175 119-200

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

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