ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 117-295 117-272 -0-023 -0.1% 119-055
High 118-065 118-017 -0-048 -0.1% 119-232
Low 117-230 117-117 -0-113 -0.3% 117-117
Close 117-257 117-182 -0-075 -0.2% 117-182
Range 0-155 0-220 0-065 41.9% 2-115
ATR 0-192 0-194 0-002 1.1% 0-000
Volume 589,426 376,864 -212,562 -36.1% 2,733,031
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-232 119-107 117-303
R3 119-012 118-207 117-242
R2 118-112 118-112 117-222
R1 117-307 117-307 117-202 117-260
PP 117-212 117-212 117-212 117-188
S1 117-087 117-087 117-162 117-040
S2 116-312 116-312 117-142
S3 116-092 116-187 117-122
S4 115-192 115-287 117-061
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-095 123-254 118-277
R3 122-300 121-139 118-070
R2 120-185 120-185 118-000
R1 119-024 119-024 117-251 118-207
PP 118-070 118-070 118-070 118-002
S1 116-229 116-229 117-113 116-092
S2 115-275 115-275 117-044
S3 113-160 114-114 116-294
S4 111-045 111-319 116-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-232 117-117 2-115 2.0% 0-250 0.7% 9% False True 546,606
10 120-020 117-117 2-223 2.3% 0-232 0.6% 8% False True 550,380
20 120-260 117-117 3-143 2.9% 0-207 0.5% 6% False True 324,063
40 121-260 117-117 4-143 3.8% 0-143 0.4% 5% False True 162,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-312
2.618 119-273
1.618 119-053
1.000 118-237
0.618 118-153
HIGH 118-017
0.618 117-253
0.500 117-227
0.382 117-201
LOW 117-117
0.618 116-301
1.000 116-217
1.618 116-081
2.618 115-181
4.250 114-142
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 117-227 118-022
PP 117-212 117-289
S1 117-197 117-235

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

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