ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 116-270 117-177 0-227 0.6% 117-175
High 117-220 117-207 -0-013 0.0% 117-302
Low 116-265 117-042 0-097 0.3% 117-030
Close 117-197 117-130 -0-067 -0.2% 117-060
Range 0-275 0-165 -0-110 -40.0% 0-272
ATR 0-199 0-197 -0-002 -1.2% 0-000
Volume 252,168 262,648 10,480 4.2% 1,047,336
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 118-301 118-221 117-221
R3 118-136 118-056 117-175
R2 117-291 117-291 117-160
R1 117-211 117-211 117-145 117-168
PP 117-126 117-126 117-126 117-105
S1 117-046 117-046 117-115 117-004
S2 116-281 116-281 117-100
S3 116-116 116-201 117-085
S4 115-271 116-036 117-039
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
5 117-220 116-250 0-290 0.8% 0-193 0.5% 69% False False 220,766
10 117-302 116-200 1-102 1.1% 0-174 0.5% 59% False False 289,213
20 119-232 116-200 3-032 2.6% 0-218 0.6% 25% False False 429,674
40 121-260 116-200 5-060 4.4% 0-197 0.5% 15% False False 274,813
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-268
2.618 118-319
1.618 118-154
1.000 118-052
0.618 117-309
HIGH 117-207
0.618 117-144
0.500 117-124
0.382 117-105
LOW 117-042
0.618 116-260
1.000 116-197
1.618 116-095
2.618 115-250
4.250 114-301
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 117-128 117-112
PP 117-126 117-093
S1 117-124 117-075

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

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