ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 118-280 119-055 0-095 0.2% 119-180
High 119-190 119-232 0-042 0.1% 120-020
Low 118-180 119-055 0-195 0.5% 118-180
Close 119-060 119-220 0-160 0.4% 119-060
Range 1-010 0-177 -0-153 -46.4% 1-160
ATR 0-169 0-170 0-001 0.3% 0-000
Volume 599,118 380,761 -218,357 -36.4% 2,770,778
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-060 120-317 119-317
R3 120-203 120-140 119-269
R2 120-026 120-026 119-252
R1 119-283 119-283 119-236 119-314
PP 119-169 119-169 119-169 119-185
S1 119-106 119-106 119-204 119-138
S2 118-312 118-312 119-188
S3 118-135 118-249 119-171
S4 117-278 118-072 119-123
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% 0-223 0.6% 75% False False 577,784
10 120-060 118-180 1-200 1.4% 0-202 0.5% 69% False False 402,032
20 121-150 118-180 2-290 2.4% 0-191 0.5% 39% False False 207,500
40 121-260 118-180 3-080 2.7% 0-116 0.3% 35% False False 104,092
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-024
2.618 121-055
1.618 120-198
1.000 120-089
0.618 120-021
HIGH 119-232
0.618 119-164
0.500 119-144
0.382 119-123
LOW 119-055
0.618 118-266
1.000 118-198
1.618 118-089
2.618 117-232
4.250 116-263
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 119-194 119-162
PP 119-169 119-104
S1 119-144 119-046

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

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