ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 118-030 118-067 0-037 0.1% 118-017
High 118-085 118-097 0-012 0.0% 118-160
Low 117-297 117-192 -0-105 -0.3% 117-187
Close 118-075 117-210 -0-185 -0.5% 118-055
Range 0-108 0-225 0-117 108.3% 0-293
ATR 0-177 0-180 0-003 1.9% 0-000
Volume 377,411 603,964 226,553 60.0% 2,336,893
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-308 119-164 118-014
R3 119-083 118-259 117-272
R2 118-178 118-178 117-251
R1 118-034 118-034 117-231 117-314
PP 117-273 117-273 117-273 117-253
S1 117-129 117-129 117-189 117-088
S2 117-048 117-048 117-169
S3 116-143 116-224 117-148
S4 115-238 115-319 117-086
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-266 120-134 118-216
R3 119-293 119-161 118-136
R2 119-000 119-000 118-109
R1 118-188 118-188 118-082 118-254
PP 118-027 118-027 118-027 118-060
S1 117-215 117-215 118-028 117-281
S2 117-054 117-054 118-001
S3 116-081 116-242 117-294
S4 115-108 115-269 117-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-192 0-288 0.8% 0-167 0.4% 6% False True 518,087
10 118-160 117-030 1-130 1.2% 0-163 0.4% 40% False False 507,236
20 118-160 116-250 1-230 1.5% 0-175 0.5% 51% False False 391,719
40 120-060 116-200 3-180 3.0% 0-197 0.5% 29% False False 433,249
60 121-260 116-200 5-060 4.4% 0-176 0.5% 20% False False 292,020
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 True
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-093
2.618 120-046
1.618 119-141
1.000 119-002
0.618 118-236
HIGH 118-097
0.618 118-011
0.500 117-304
0.382 117-278
LOW 117-192
0.618 117-053
1.000 116-287
1.618 116-148
2.618 115-243
4.250 114-196
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 117-304 118-008
PP 117-273 117-289
S1 117-242 117-250

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

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