ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 117-200 117-210 0-010 0.0% 117-150
High 117-257 117-222 -0-035 -0.1% 117-315
Low 117-122 117-092 -0-030 -0.1% 116-200
Close 117-190 117-137 -0-053 -0.1% 117-190
Range 0-135 0-130 -0-005 -3.7% 1-115
ATR 0-201 0-196 -0-005 -2.5% 0-000
Volume 324,784 206,104 -118,680 -36.5% 2,476,859
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 118-220 118-149 117-208
R3 118-090 118-019 117-173
R2 117-280 117-280 117-161
R1 117-209 117-209 117-149 117-180
PP 117-150 117-150 117-150 117-136
S1 117-079 117-079 117-125 117-050
S2 117-020 117-020 117-113
S3 116-210 116-269 117-101
S4 116-080 116-139 117-066
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% 0-155 0.4% 61% False False 357,661
10 118-065 116-200 1-185 1.3% 0-203 0.5% 51% False False 434,360
20 120-020 116-200 3-140 2.9% 0-220 0.6% 23% False False 478,465
40 121-260 116-200 5-060 4.4% 0-177 0.5% 15% False False 247,311
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 119-134
2.618 118-242
1.618 118-112
1.000 118-032
0.618 117-302
HIGH 117-222
0.618 117-172
0.500 117-157
0.382 117-142
LOW 117-092
0.618 117-012
1.000 116-282
1.618 116-202
2.618 116-072
4.250 115-180
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 117-157 117-197
PP 117-150 117-177
S1 117-144 117-157

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

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