ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 117-210 117-127 -0-083 -0.2% 117-150
High 117-222 117-130 -0-092 -0.2% 117-315
Low 117-092 117-030 -0-062 -0.2% 116-200
Close 117-137 117-060 -0-077 -0.2% 117-190
Range 0-130 0-100 -0-030 -23.1% 1-115
ATR 0-196 0-190 -0-006 -3.2% 0-000
Volume 206,104 146,878 -59,226 -28.7% 2,476,859
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 118-053 117-317 117-115
R3 117-273 117-217 117-088
R2 117-173 117-173 117-078
R1 117-117 117-117 117-069 117-095
PP 117-073 117-073 117-073 117-062
S1 117-017 117-017 117-051 116-315
S2 116-293 116-293 117-042
S3 116-193 116-237 117-032
S4 116-093 116-137 117-005
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
5 117-302 117-030 0-272 0.7% 0-134 0.4% 11% False True 284,966
10 118-017 116-200 1-137 1.2% 0-197 0.5% 39% False False 390,105
20 120-020 116-200 3-140 2.9% 0-212 0.6% 16% False False 473,881
40 121-260 116-200 5-060 4.4% 0-178 0.5% 11% False False 250,953
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 0-051
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 118-235
2.618 118-072
1.618 117-292
1.000 117-230
0.618 117-192
HIGH 117-130
0.618 117-092
0.500 117-080
0.382 117-068
LOW 117-030
0.618 116-288
1.000 116-250
1.618 116-188
2.618 116-088
4.250 115-245
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 117-080 117-144
PP 117-073 117-116
S1 117-067 117-088

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

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