ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	120-090	120-130	0-040	0.1%	120-015
High	120-167	120-257	0-090	0.2%	120-290
Low	120-037	120-125	0-088	0.2%	119-297
Close	120-142	120-200	0-058	0.2%	120-097
Range	0-130	0-132	0-002	1.5%	0-313
ATR	0-165	0-162	-0-002	-1.4%	0-000
Volume	617,679	282,950	-334,729	-54.2%	2,547,156

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-270	121-207	120-273
R3	121-138	121-075	120-236
R2	121-006	121-006	120-224
R1	120-263	120-263	120-212	120-294
PP	120-194	120-194	120-194	120-210
S1	120-131	120-131	120-188	120-162
S2	120-062	120-062	120-176
S3	119-250	119-319	120-164
S4	119-118	119-187	120-127

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-252	120-269
R3	122-107	121-259	120-183
R2	121-114	121-114	120-154
R1	120-266	120-266	120-126	121-030
PP	120-121	120-121	120-121	120-164
S1	119-273	119-273	120-068	120-037
S2	119-128	119-128	120-040
S3	118-135	118-280	120-011
S4	117-142	117-287	119-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	120-000	0-290	0.8%	0-161	0.4%	69%	False	False	582,154
10	120-290	119-277	1-013	0.9%	0-156	0.4%	73%	False	False	546,083
20	122-115	119-277	2-158	2.1%	0-178	0.5%	30%	False	False	550,047
40	122-115	119-277	2-158	2.1%	0-144	0.4%	30%	False	False	485,509
60	122-115	118-297	3-138	2.8%	0-143	0.4%	49%	False	False	462,057
80	122-115	118-297	3-138	2.8%	0-142	0.4%	49%	False	False	388,093
100	122-115	117-030	5-085	4.4%	0-124	0.3%	67%	False	False	310,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-178
2.618	121-283
1.618	121-151
1.000	121-069
0.618	121-019
HIGH	120-257
0.618	120-207
0.500	120-191
0.382	120-175
LOW	120-125
0.618	120-043
1.000	119-313
1.618	119-231
2.618	119-099
4.250	118-204

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	120-197	120-176
PP	120-194	120-153
S1	120-191	120-130

Download as Excel Spreadsheet

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

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