ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 117-150 117-302 0-152 0.4% 119-055
High 117-307 117-315 0-008 0.0% 119-232
Low 116-292 117-000 0-028 0.1% 117-117
Close 117-282 117-055 -0-227 -0.6% 117-182
Range 1-015 0-315 -0-020 -6.0% 2-115
ATR 0-204 0-212 0-008 3.9% 0-000
Volume 505,053 581,537 76,484 15.1% 2,733,031
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-108 119-237 117-228
R3 119-113 118-242 117-142
R2 118-118 118-118 117-113
R1 117-247 117-247 117-084 117-185
PP 117-123 117-123 117-123 117-092
S1 116-252 116-252 117-026 116-190
S2 116-128 116-128 116-317
S3 115-133 115-257 116-288
S4 114-138 114-262 116-202
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
5 118-247 116-292 1-275 1.6% 0-272 0.7% 14% False False 557,454
10 119-270 116-292 2-298 2.5% 0-269 0.7% 9% False False 580,783
20 120-060 116-292 3-088 2.8% 0-212 0.6% 8% False False 377,521
40 121-260 116-292 4-288 4.2% 0-159 0.4% 5% False False 190,062
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-054
2.618 120-180
1.618 119-185
1.000 118-310
0.618 118-190
HIGH 117-315
0.618 117-195
0.500 117-158
0.382 117-120
LOW 117-000
0.618 116-125
1.000 116-005
1.618 115-130
2.618 114-135
4.250 112-261
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 117-158 117-154
PP 117-123 117-121
S1 117-089 117-088

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

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