ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 119-055 119-225 0-170 0.4% 119-180
High 119-232 119-225 -0-007 0.0% 120-020
Low 119-055 118-180 -0-195 -0.5% 118-180
Close 119-220 118-192 -1-028 -0.9% 119-060
Range 0-177 1-045 0-188 106.2% 1-160
ATR 0-170 0-184 0-014 8.2% 0-000
Volume 380,761 651,588 270,827 71.1% 2,770,778
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-121 121-201 119-073
R3 121-076 120-156 118-292
R2 120-031 120-031 118-259
R1 119-111 119-111 118-225 119-048
PP 118-306 118-306 118-306 118-274
S1 118-066 118-066 118-159 118-004
S2 117-261 117-261 118-125
S3 116-216 117-021 118-092
S4 115-171 115-296 117-311
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
5 119-270 118-180 1-090 1.1% 0-266 0.7% 3% False True 604,112
10 120-060 118-180 1-200 1.4% 0-217 0.6% 2% False True 462,369
20 121-130 118-180 2-270 2.4% 0-205 0.5% 1% False True 239,782
40 121-260 118-180 3-080 2.7% 0-126 0.3% 1% False True 120,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 124-176
2.618 122-221
1.618 121-176
1.000 120-270
0.618 120-131
HIGH 119-225
0.618 119-086
0.500 119-042
0.382 118-319
LOW 118-180
0.618 117-274
1.000 117-135
1.618 116-229
2.618 115-184
4.250 113-229
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 119-042 119-046
PP 118-306 118-308
S1 118-249 118-250

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

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