ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 119-000 118-280 -0-040 -0.1% 119-180
High 119-050 119-190 0-140 0.4% 120-020
Low 118-210 118-180 -0-030 -0.1% 118-180
Close 118-270 119-060 0-110 0.3% 119-060
Range 0-160 1-010 0-170 106.3% 1-160
ATR 0-157 0-169 0-012 7.9% 0-000
Volume 780,184 599,118 -181,066 -23.2% 2,770,778
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-067 121-233 119-242
R3 121-057 120-223 119-151
R2 120-047 120-047 119-120
R1 119-213 119-213 119-090 119-290
PP 119-037 119-037 119-037 119-075
S1 118-203 118-203 119-030 118-280
S2 118-027 118-027 119-000
S3 117-017 117-193 118-289
S4 116-007 116-183 118-198
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 123-247 122-313 120-004
R3 122-087 121-153 119-192
R2 120-247 120-247 119-148
R1 119-313 119-313 119-104 119-200
PP 119-087 119-087 119-087 119-030
S1 118-153 118-153 119-016 118-040
S2 117-247 117-247 118-292
S3 116-087 116-313 118-248
S4 114-247 115-153 118-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 118-180 1-160 1.3% 0-214 0.6% 42% False True 554,155
10 120-060 118-180 1-200 1.4% 0-193 0.5% 38% False True 367,923
20 121-210 118-180 3-030 2.6% 0-187 0.5% 20% False True 188,759
40 121-260 118-180 3-080 2.7% 0-112 0.3% 19% False True 94,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 123-312
2.618 122-094
1.618 121-084
1.000 120-200
0.618 120-074
HIGH 119-190
0.618 119-064
0.500 119-025
0.382 118-306
LOW 118-180
0.618 117-296
1.000 117-170
1.618 116-286
2.618 115-276
4.250 114-058
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 119-048 119-065
PP 119-037 119-063
S1 119-025 119-062

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

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