ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 117-117 116-270 -0-167 -0.4% 117-175
High 117-157 117-220 0-063 0.2% 117-302
Low 116-250 116-265 0-015 0.0% 117-030
Close 116-265 117-197 0-252 0.7% 117-060
Range 0-227 0-275 0-048 21.1% 0-272
ATR 0-193 0-199 0-006 3.0% 0-000
Volume 286,484 252,168 -34,316 -12.0% 1,047,336
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-306 119-206 118-028
R3 119-031 118-251 117-273
R2 118-076 118-076 117-247
R1 117-296 117-296 117-222 118-026
PP 117-121 117-121 117-121 117-146
S1 117-021 117-021 117-172 117-071
S2 116-166 116-166 117-147
S3 115-211 116-066 117-121
S4 114-256 115-111 117-046
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
5 117-222 116-250 0-292 0.8% 0-186 0.5% 91% False False 209,457
10 117-302 116-200 1-102 1.1% 0-181 0.5% 75% False False 313,190
20 119-270 116-200 3-070 2.7% 0-225 0.6% 31% False False 446,987
40 121-260 116-200 5-060 4.4% 0-194 0.5% 19% False False 268,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121-109
2.618 119-300
1.618 119-025
1.000 118-175
0.618 118-070
HIGH 117-220
0.618 117-115
0.500 117-082
0.382 117-050
LOW 116-265
0.618 116-095
1.000 115-310
1.618 115-140
2.618 114-185
4.250 113-056
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 117-159 117-156
PP 117-121 117-116
S1 117-082 117-075

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

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