ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	120-055	120-135	0-080	0.2%	120-090
High	120-175	120-135	-0-040	-0.1%	120-257
Low	120-055	119-140	-0-235	-0.6%	119-157
Close	120-162	119-150	-1-012	-0.9%	120-012
Range	0-120	0-315	0-195	162.5%	1-100
ATR	0-177	0-189	0-012	6.6%	0-000
Volume	20,775	22,693	1,918	9.2%	1,149,198

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-233	122-027	120-003
R3	121-238	121-032	119-237
R2	120-243	120-243	119-208
R1	120-037	120-037	119-179	119-302
PP	119-248	119-248	119-248	119-221
S1	119-042	119-042	119-121	118-308
S2	118-253	118-253	119-092
S3	117-258	118-047	119-063
S4	116-263	117-052	118-297

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-015	123-114	120-243
R3	122-235	122-014	120-128
R2	121-135	121-135	120-089
R1	120-234	120-234	120-050	120-134
PP	120-035	120-035	120-035	119-306
S1	119-134	119-134	119-294	119-034
S2	118-255	118-255	119-255
S3	117-155	118-034	119-216
S4	116-055	116-254	119-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-200	119-140	1-060	1.0%	0-232	0.6%	3%	False	True	58,407
10	120-290	119-140	1-150	1.2%	0-196	0.5%	2%	False	True	320,280
20	121-307	119-140	2-167	2.1%	0-201	0.5%	1%	False	True	441,666
40	122-115	119-140	2-295	2.4%	0-162	0.4%	1%	False	True	451,111
60	122-115	119-140	2-295	2.4%	0-147	0.4%	1%	False	True	431,442
80	122-115	118-297	3-138	2.9%	0-151	0.4%	16%	False	False	391,228
100	122-115	117-240	4-195	3.9%	0-134	0.4%	37%	False	False	313,486

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	0-030
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	124-194
2.618	123-000
1.618	122-005
1.000	121-130
0.618	121-010
HIGH	120-135
0.618	120-015
0.500	119-298
0.382	119-260
LOW	119-140
0.618	118-265
1.000	118-145
1.618	117-270
2.618	116-275
4.250	115-081

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	119-298	119-318
PP	119-248	119-262
S1	119-199	119-206

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