ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 121-295 121-255 -0-040 -0.1% 121-185
High 122-020 121-307 -0-033 -0.1% 122-115
Low 121-240 121-027 -0-213 -0.5% 121-030
Close 121-247 121-050 -0-197 -0.5% 121-300
Range 0-100 0-280 0-180 180.0% 1-085
ATR 0-128 0-139 0-011 8.5% 0-000
Volume 341,490 649,569 308,079 90.2% 2,548,073
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 124-008 123-149 121-204
R3 123-048 122-189 121-127
R2 122-088 122-088 121-101
R1 121-229 121-229 121-076 121-178
PP 121-128 121-128 121-128 121-103
S1 120-269 120-269 121-024 120-218
S2 120-168 120-168 120-319
S3 119-208 119-309 120-293
S4 118-248 119-029 120-216
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 125-190 125-010 122-203
R3 124-105 123-245 122-091
R2 123-020 123-020 122-054
R1 122-160 122-160 122-017 122-250
PP 121-255 121-255 121-255 121-300
S1 121-075 121-075 121-263 121-165
S2 120-170 120-170 121-226
S3 119-085 119-310 121-189
S4 118-000 118-225 121-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-115 121-027 1-088 1.1% 0-188 0.5% 6% False True 561,830
10 122-115 120-240 1-195 1.3% 0-153 0.4% 25% False False 515,706
20 122-115 120-240 1-195 1.3% 0-132 0.3% 25% False False 476,969
40 122-115 119-175 2-260 2.3% 0-123 0.3% 57% False False 431,394
60 122-115 118-297 3-138 2.8% 0-137 0.4% 65% False False 385,138
80 122-115 117-240 4-195 3.8% 0-121 0.3% 74% False False 289,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-217
2.618 124-080
1.618 123-120
1.000 122-267
0.618 122-160
HIGH 121-307
0.618 121-200
0.500 121-167
0.382 121-134
LOW 121-027
0.618 120-174
1.000 120-067
1.618 119-214
2.618 118-254
4.250 117-117
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 121-167 121-216
PP 121-128 121-161
S1 121-089 121-105

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

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