ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 117-175 117-200 0-025 0.1% 117-150
High 117-302 117-257 -0-045 -0.1% 117-315
Low 117-162 117-122 -0-040 -0.1% 116-200
Close 117-195 117-190 -0-005 0.0% 117-190
Range 0-140 0-135 -0-005 -3.6% 1-115
ATR 0-206 0-201 -0-005 -2.5% 0-000
Volume 369,570 324,784 -44,786 -12.1% 2,476,859
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 118-275 118-207 117-264
R3 118-140 118-072 117-227
R2 118-005 118-005 117-215
R1 117-257 117-257 117-202 117-224
PP 117-190 117-190 117-190 117-173
S1 117-122 117-122 117-178 117-088
S2 117-055 117-055 117-165
S3 116-240 116-307 117-153
S4 116-105 116-172 117-116
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-153 120-287 118-109
R3 120-038 119-172 117-310
R2 118-243 118-243 117-270
R1 118-057 118-057 117-230 118-150
PP 117-128 117-128 117-128 117-175
S1 116-262 116-262 117-150 117-035
S2 116-013 116-013 117-110
S3 114-218 115-147 117-070
S4 113-103 114-032 116-271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-302 116-200 1-102 1.1% 0-175 0.5% 73% False False 416,924
10 118-247 116-200 2-047 1.8% 0-223 0.6% 45% False False 487,189
20 120-060 116-200 3-180 3.0% 0-220 0.6% 27% False False 474,779
40 121-260 116-200 5-060 4.4% 0-177 0.5% 19% False False 242,171
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 119-191
2.618 118-290
1.618 118-155
1.000 118-072
0.618 118-020
HIGH 117-257
0.618 117-205
0.500 117-190
0.382 117-174
LOW 117-122
0.618 117-039
1.000 116-307
1.618 116-224
2.618 116-089
4.250 115-188
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 117-190 117-187
PP 117-190 117-184
S1 117-190 117-181

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

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