ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 117-042 117-120 0-078 0.2% 117-195
High 117-157 118-045 0-208 0.6% 118-045
Low 117-030 117-050 0-020 0.1% 116-312
Close 117-107 117-317 0-210 0.6% 117-317
Range 0-127 0-315 0-188 148.0% 1-053
ATR 0-193 0-202 0-009 4.5% 0-000
Volume 549,925 648,919 98,994 18.0% 2,526,400
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-229 120-108 118-170
R3 119-234 119-113 118-084
R2 118-239 118-239 118-055
R1 118-118 118-118 118-026 118-178
PP 117-244 117-244 117-244 117-274
S1 117-123 117-123 117-288 117-184
S2 116-249 116-249 117-259
S3 115-254 116-128 117-230
S4 114-259 115-133 117-144
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-064 120-243 118-202
R3 120-011 119-190 118-100
R2 118-278 118-278 118-065
R1 118-137 118-137 118-031 118-208
PP 117-225 117-225 117-225 117-260
S1 117-084 117-084 117-283 117-154
S2 116-172 116-172 117-249
S3 115-119 116-031 117-214
S4 114-066 114-298 117-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-045 116-312 1-053 1.0% 0-215 0.6% 87% True False 505,280
10 118-045 116-250 1-115 1.2% 0-207 0.5% 89% True False 360,788
20 118-045 116-200 1-165 1.3% 0-202 0.5% 90% True False 375,447
40 121-010 116-200 4-130 3.7% 0-203 0.5% 31% False False 340,603
60 121-260 116-200 5-060 4.4% 0-159 0.4% 26% False False 227,466
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 0-044
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 122-104
2.618 120-230
1.618 119-235
1.000 119-040
0.618 118-240
HIGH 118-045
0.618 117-245
0.500 117-208
0.382 117-170
LOW 117-050
0.618 116-175
1.000 116-055
1.618 115-180
2.618 114-185
4.250 112-311
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 117-280 117-271
PP 117-244 117-225
S1 117-208 117-178

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

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