ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 120-090 120-055 -0-035 -0.1% 120-232
High 120-107 120-112 0-005 0.0% 120-250
Low 119-277 120-012 0-055 0.1% 119-277
Close 120-067 120-040 -0-027 -0.1% 120-040
Range 0-150 0-100 -0-050 -33.3% 0-293
ATR 0-165 0-160 -0-005 -2.8% 0-000
Volume 510,487 317,364 -193,123 -37.8% 2,861,581
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-035 120-297 120-095
R3 120-255 120-197 120-068
R2 120-155 120-155 120-058
R1 120-097 120-097 120-049 120-076
PP 120-055 120-055 120-055 120-044
S1 119-317 119-317 120-031 119-296
S2 119-275 119-275 120-022
S3 119-175 119-217 120-012
S4 119-075 119-117 119-305
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 123-001 122-154 120-201
R3 122-028 121-181 120-121
R2 121-055 121-055 120-094
R1 120-208 120-208 120-067 120-145
PP 120-082 120-082 120-082 120-051
S1 119-235 119-235 120-013 119-172
S2 119-109 119-109 119-306
S3 118-136 118-262 119-279
S4 117-163 117-289 119-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-277 0-293 0.8% 0-165 0.4% 28% False False 572,316
10 122-020 119-277 2-063 1.8% 0-194 0.5% 12% False False 543,499
20 122-115 119-277 2-158 2.1% 0-168 0.4% 10% False False 533,313
40 122-115 119-277 2-158 2.1% 0-137 0.4% 10% False False 461,024
60 122-115 118-297 3-138 2.9% 0-145 0.4% 35% False False 449,322
80 122-115 118-140 3-295 3.3% 0-135 0.4% 43% False False 345,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0-049
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-217
2.618 121-054
1.618 120-274
1.000 120-212
0.618 120-174
HIGH 120-112
0.618 120-074
0.500 120-062
0.382 120-050
LOW 120-012
0.618 119-270
1.000 119-232
1.618 119-170
2.618 119-070
4.250 118-227
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 120-062 120-058
PP 120-055 120-052
S1 120-047 120-046

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

View Archives - Comment on this page... - Back to Index of Symbols