ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 119-270 119-000 -0-270 -0.7% 119-070
High 119-270 119-050 -0-220 -0.6% 120-060
Low 118-290 118-210 -0-080 -0.2% 119-060
Close 119-020 118-270 -0-070 -0.2% 119-180
Range 0-300 0-160 -0-140 -46.7% 1-000
ATR 0-157 0-157 0-000 0.2% 0-000
Volume 608,910 780,184 171,274 28.1% 868,788
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-123 120-037 119-038
R3 119-283 119-197 118-314
R2 119-123 119-123 118-299
R1 119-037 119-037 118-285 119-000
PP 118-283 118-283 118-283 118-265
S1 118-197 118-197 118-255 118-160
S2 118-123 118-123 118-241
S3 117-283 118-037 118-226
S4 117-123 117-197 118-182
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
5 120-020 118-210 1-130 1.2% 0-182 0.5% 13% False True 524,256
10 120-060 118-210 1-170 1.3% 0-172 0.5% 12% False True 310,698
20 121-260 118-210 3-050 2.7% 0-176 0.5% 6% False True 158,891
40 121-260 118-210 3-050 2.7% 0-104 0.3% 6% False True 79,597
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-090
2.618 120-149
1.618 119-309
1.000 119-210
0.618 119-149
HIGH 119-050
0.618 118-309
0.500 118-290
0.382 118-271
LOW 118-210
0.618 118-111
1.000 118-050
1.618 117-271
2.618 117-111
4.250 116-170
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 118-290 119-115
PP 118-283 119-060
S1 118-277 119-005

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

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