ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 120-180 120-227 0-047 0.1% 120-232
High 120-290 120-247 -0-043 -0.1% 120-250
Low 120-165 120-000 -0-165 -0.4% 119-277
Close 120-242 120-042 -0-200 -0.5% 120-040
Range 0-125 0-247 0-122 97.6% 0-293
ATR 0-161 0-167 0-006 3.8% 0-000
Volume 701,186 865,313 164,127 23.4% 2,861,581
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-197 122-047 120-178
R3 121-270 121-120 120-110
R2 121-023 121-023 120-087
R1 120-193 120-193 120-065 120-144
PP 120-096 120-096 120-096 120-072
S1 119-266 119-266 120-019 119-218
S2 119-169 119-169 119-317
S3 118-242 119-019 119-294
S4 117-315 118-092 119-226
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
5 120-290 119-277 1-013 0.9% 0-167 0.4% 26% False False 586,273
10 121-192 119-277 1-235 1.4% 0-189 0.5% 15% False False 574,747
20 122-115 119-277 2-158 2.1% 0-178 0.5% 11% False False 558,149
40 122-115 119-277 2-158 2.1% 0-143 0.4% 11% False False 485,072
60 122-115 118-297 3-138 2.9% 0-145 0.4% 35% False False 462,896
80 122-115 118-270 3-165 2.9% 0-138 0.4% 37% False False 371,324
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 0-037
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-017
2.618 122-254
1.618 122-007
1.000 121-174
0.618 121-080
HIGH 120-247
0.618 120-153
0.500 120-124
0.382 120-094
LOW 120-000
0.618 119-167
1.000 119-073
1.618 118-240
2.618 117-313
4.250 116-230
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 120-124 120-134
PP 120-096 120-103
S1 120-069 120-072

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

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