ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 118-237 117-295 -0-262 -0.7% 119-180
High 118-247 118-065 -0-182 -0.5% 120-020
Low 117-232 117-230 -0-002 0.0% 118-180
Close 118-022 117-257 -0-085 -0.2% 119-060
Range 1-015 0-155 -0-180 -53.7% 1-160
ATR 0-195 0-192 -0-003 -1.5% 0-000
Volume 734,392 589,426 -144,966 -19.7% 2,770,778
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-116 119-021 118-022
R3 118-281 118-186 117-300
R2 118-126 118-126 117-285
R1 118-031 118-031 117-271 118-001
PP 117-291 117-291 117-291 117-276
S1 117-196 117-196 117-243 117-166
S2 117-136 117-136 117-229
S3 116-301 117-041 117-214
S4 116-146 116-206 117-172
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
5 119-232 117-230 2-002 1.7% 0-272 0.7% 4% False True 591,057
10 120-020 117-230 2-110 2.0% 0-227 0.6% 4% False True 557,656
20 121-010 117-230 3-100 2.8% 0-203 0.5% 3% False True 305,759
40 121-260 117-230 4-030 3.5% 0-138 0.4% 2% False True 153,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-032
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-084
2.618 119-151
1.618 118-316
1.000 118-220
0.618 118-161
HIGH 118-065
0.618 118-006
0.500 117-308
0.382 117-289
LOW 117-230
0.618 117-134
1.000 117-075
1.618 116-299
2.618 116-144
4.250 115-211
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 117-308 118-228
PP 117-291 118-131
S1 117-274 118-034

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

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