ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 117-037 117-117 0-080 0.2% 117-175
High 117-132 117-157 0-025 0.1% 117-302
Low 116-252 116-250 -0-002 0.0% 117-030
Close 117-087 116-265 -0-142 -0.4% 117-060
Range 0-200 0-227 0-027 13.5% 0-272
ATR 0-191 0-193 0-003 1.4% 0-000
Volume 155,652 286,484 130,832 84.1% 1,047,336
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-052 118-225 117-070
R3 118-145 117-318 117-007
R2 117-238 117-238 116-307
R1 117-091 117-091 116-286 117-051
PP 117-011 117-011 117-011 116-310
S1 116-184 116-184 116-244 116-144
S2 116-104 116-104 116-223
S3 115-197 115-277 116-203
S4 114-290 115-050 116-140
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
5 117-257 116-250 1-007 0.9% 0-158 0.4% 5% False True 223,980
10 117-315 116-200 1-115 1.2% 0-185 0.5% 15% False False 346,127
20 120-020 116-200 3-140 2.9% 0-219 0.6% 6% False False 460,376
40 121-260 116-200 5-060 4.4% 0-189 0.5% 4% False False 261,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-162
2.618 119-111
1.618 118-204
1.000 118-064
0.618 117-297
HIGH 117-157
0.618 117-070
0.500 117-044
0.382 117-017
LOW 116-250
0.618 116-110
1.000 116-023
1.618 115-203
2.618 114-296
4.250 113-245
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 117-044 117-044
PP 117-011 117-011
S1 116-298 116-298

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

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