ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	118-137	118-280	0-143	0.4%	120-055
High	118-272	118-280	0-008	0.0%	120-175
Low	118-005	118-005	0-000	0.0%	118-110
Close	118-257	118-045	-0-212	-0.6%	118-162
Range	0-267	0-275	0-008	3.0%	2-065
ATR	0-200	0-205	0-005	2.7%	0-000
Volume	5,107	3,095	-2,012	-39.4%	67,659

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-295	120-125	118-196
R3	120-020	119-170	118-121
R2	119-065	119-065	118-095
R1	118-215	118-215	118-070	118-162
PP	118-110	118-110	118-110	118-084
S1	117-260	117-260	118-020	117-208
S2	117-155	117-155	117-315
S3	116-200	116-305	117-289
S4	115-245	116-030	117-214

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-237	124-105	119-230
R3	123-172	122-040	119-036
R2	121-107	121-107	118-291
R1	119-295	119-295	118-227	119-168
PP	119-042	119-042	119-042	118-299
S1	117-230	117-230	118-097	117-104
S2	116-297	116-297	118-033
S3	114-232	115-165	117-288
S4	112-167	113-100	117-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-200	118-005	1-195	1.4%	0-239	0.6%	8%	False	True	6,478
10	120-200	118-005	2-195	2.2%	0-236	0.6%	5%	False	True	32,443
20	120-290	118-005	2-285	2.4%	0-196	0.5%	4%	False	True	289,263
40	122-115	118-005	4-110	3.7%	0-177	0.5%	3%	False	True	398,904
60	122-115	118-005	4-110	3.7%	0-156	0.4%	3%	False	True	398,631
80	122-115	118-005	4-110	3.7%	0-158	0.4%	3%	False	True	390,408
100	122-115	117-240	4-195	3.9%	0-145	0.4%	8%	False	False	313,796

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	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-169
2.618	121-040
1.618	120-085
1.000	119-235
0.618	119-130
HIGH	118-280
0.618	118-175
0.500	118-142
0.382	118-110
LOW	118-005
0.618	117-155
1.000	117-050
1.618	116-200
2.618	115-245
4.250	114-116

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	118-142	118-156
PP	118-110	118-119
S1	118-078	118-082

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