ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 117-127 117-037 -0-090 -0.2% 117-175
High 117-130 117-132 0-002 0.0% 117-302
Low 117-030 116-252 -0-098 -0.3% 117-030
Close 117-060 117-087 0-027 0.1% 117-060
Range 0-100 0-200 0-100 100.0% 0-272
ATR 0-190 0-191 0-001 0.4% 0-000
Volume 146,878 155,652 8,774 6.0% 1,047,336
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-010 118-249 117-197
R3 118-130 118-049 117-142
R2 117-250 117-250 117-124
R1 117-169 117-169 117-105 117-210
PP 117-050 117-050 117-050 117-071
S1 116-289 116-289 117-069 117-010
S2 116-170 116-170 117-050
S3 115-290 116-089 117-032
S4 115-090 115-209 116-297
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-307 119-135 117-210
R3 119-035 118-183 117-135
R2 118-083 118-083 117-110
R1 117-231 117-231 117-085 117-181
PP 117-131 117-131 117-131 117-106
S1 116-279 116-279 117-035 116-229
S2 116-179 116-179 117-010
S3 115-227 116-007 116-305
S4 114-275 115-055 116-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-302 116-252 1-050 1.0% 0-141 0.4% 42% False True 240,597
10 117-315 116-200 1-115 1.2% 0-195 0.5% 48% False False 367,984
20 120-020 116-200 3-140 2.9% 0-214 0.6% 19% False False 459,182
40 121-260 116-200 5-060 4.4% 0-183 0.5% 12% False False 254,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-022
2.618 119-016
1.618 118-136
1.000 118-012
0.618 117-256
HIGH 117-132
0.618 117-056
0.500 117-032
0.382 117-008
LOW 116-252
0.618 116-128
1.000 116-052
1.618 115-248
2.618 115-048
4.250 114-042
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 117-069 117-084
PP 117-050 117-080
S1 117-032 117-077

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

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