ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 119-225 118-237 -0-308 -0.8% 119-180
High 119-225 118-247 -0-298 -0.8% 120-020
Low 118-180 117-232 -0-268 -0.7% 118-180
Close 118-192 118-022 -0-170 -0.4% 119-060
Range 1-045 1-015 -0-030 -8.2% 1-160
ATR 0-184 0-195 0-011 5.9% 0-000
Volume 651,588 734,392 82,804 12.7% 2,770,778
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-105 120-239 118-206
R3 120-090 119-224 118-114
R2 119-075 119-075 118-083
R1 118-209 118-209 118-053 118-134
PP 118-060 118-060 118-060 118-023
S1 117-194 117-194 117-311 117-120
S2 117-045 117-045 117-281
S3 116-030 116-179 117-250
S4 115-015 115-164 117-158
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
5 119-232 117-232 2-000 1.7% 0-273 0.7% 17% False True 629,208
10 120-020 117-232 2-108 2.0% 0-238 0.6% 15% False True 522,570
20 121-010 117-232 3-098 2.8% 0-207 0.5% 10% False True 276,421
40 121-260 117-232 4-028 3.5% 0-134 0.4% 8% False True 138,740
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-071
2.618 121-164
1.618 120-149
1.000 119-262
0.618 119-134
HIGH 118-247
0.618 118-119
0.500 118-080
0.382 118-040
LOW 117-232
0.618 117-025
1.000 116-217
1.618 116-010
2.618 114-315
4.250 113-088
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 118-080 118-232
PP 118-060 118-162
S1 118-041 118-092

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

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