ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 117-230 117-042 -0-188 -0.5% 117-037
High 117-295 117-157 -0-138 -0.4% 117-242
Low 116-312 117-030 0-038 0.1% 116-250
Close 117-005 117-107 0-102 0.3% 117-230
Range 0-303 0-127 -0-176 -58.1% 0-312
ATR 0-196 0-193 -0-003 -1.6% 0-000
Volume 550,072 549,925 -147 0.0% 1,081,482
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-159 118-100 117-177
R3 118-032 117-293 117-142
R2 117-225 117-225 117-130
R1 117-166 117-166 117-119 117-196
PP 117-098 117-098 117-098 117-113
S1 117-039 117-039 117-095 117-068
S2 116-291 116-291 117-084
S3 116-164 116-232 117-072
S4 116-037 116-105 117-037
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-110 120-002 118-082
R3 119-118 119-010 117-316
R2 118-126 118-126 117-287
R1 118-018 118-018 117-259 118-072
PP 117-134 117-134 117-134 117-161
S1 117-026 117-026 117-201 117-080
S2 116-142 116-142 117-173
S3 115-150 116-034 117-144
S4 114-158 115-042 117-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-007 116-312 1-015 0.9% 0-178 0.5% 34% False False 400,402
10 118-007 116-250 1-077 1.1% 0-186 0.5% 45% False False 310,584
20 118-065 116-200 1-185 1.3% 0-194 0.5% 45% False False 372,472
40 121-010 116-200 4-130 3.8% 0-201 0.5% 16% False False 324,446
60 121-260 116-200 5-060 4.4% 0-154 0.4% 14% False False 216,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-038
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-057
2.618 118-169
1.618 118-042
1.000 117-284
0.618 117-235
HIGH 117-157
0.618 117-108
0.500 117-094
0.382 117-079
LOW 117-030
0.618 116-272
1.000 116-223
1.618 116-145
2.618 116-018
4.250 115-130
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 117-102 117-160
PP 117-098 117-142
S1 117-094 117-124

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

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