ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 119-180 119-200 0-020 0.1% 119-070
High 119-240 120-020 0-100 0.3% 120-060
Low 119-110 119-190 0-080 0.2% 119-060
Close 119-220 119-270 0-050 0.1% 119-180
Range 0-130 0-150 0-020 15.4% 1-000
ATR 0-145 0-146 0-000 0.2% 0-000
Volume 262,619 519,947 257,328 98.0% 868,788
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-077 121-003 120-032
R3 120-247 120-173 119-311
R2 120-097 120-097 119-298
R1 120-023 120-023 119-284 120-060
PP 119-267 119-267 119-267 119-285
S1 119-193 119-193 119-256 119-230
S2 119-117 119-117 119-242
S3 118-287 119-043 119-229
S4 118-137 118-213 119-188
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
5 120-060 119-070 0-310 0.8% 0-168 0.4% 65% False False 320,626
10 120-060 119-040 1-020 0.9% 0-155 0.4% 68% False False 174,260
20 121-260 119-040 2-220 2.2% 0-163 0.4% 27% False False 89,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-018
2.618 121-093
1.618 120-263
1.000 120-170
0.618 120-113
HIGH 120-020
0.618 119-283
0.500 119-265
0.382 119-247
LOW 119-190
0.618 119-097
1.000 119-040
1.618 118-267
2.618 118-117
4.250 117-192
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 119-268 119-250
PP 119-267 119-230
S1 119-265 119-210

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

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