ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 118-017 118-140 0-123 0.3% 118-137
High 118-072 118-240 0-168 0.4% 118-280
Low 117-247 118-102 0-175 0.5% 117-247
Close 118-047 118-217 0-170 0.4% 118-217
Range 0-145 0-138 -0-007 -4.8% 1-033
ATR 0-199 0-198 0-000 -0.2% 0-000
Volume 2,498 3,396 898 35.9% 16,916
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-280 119-227 118-293
R3 119-142 119-089 118-255
R2 119-004 119-004 118-242
R1 118-271 118-271 118-230 118-298
PP 118-186 118-186 118-186 118-200
S1 118-133 118-133 118-204 118-160
S2 118-048 118-048 118-192
S3 117-230 117-315 118-179
S4 117-092 117-177 118-141
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-240 121-102 119-091
R3 120-207 120-069 118-314
R2 119-174 119-174 118-282
R1 119-036 119-036 118-249 119-105
PP 118-141 118-141 118-141 118-176
S1 118-003 118-003 118-185 118-072
S2 117-108 117-108 118-152
S3 116-075 116-290 118-120
S4 115-042 115-257 118-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-280 117-247 1-033 0.9% 0-201 0.5% 82% False False 3,383
10 120-175 117-247 2-248 2.3% 0-209 0.6% 33% False False 8,457
20 120-290 117-247 3-043 2.6% 0-197 0.5% 29% False False 204,914
40 122-115 117-247 4-188 3.9% 0-181 0.5% 20% False False 368,937
60 122-115 117-247 4-188 3.9% 0-157 0.4% 20% False False 376,204
80 122-115 117-247 4-188 3.9% 0-158 0.4% 20% False False 387,232
100 122-115 117-247 4-188 3.9% 0-147 0.4% 20% False False 313,865
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 0-033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-186
2.618 119-281
1.618 119-143
1.000 119-058
0.618 119-005
HIGH 118-240
0.618 118-187
0.500 118-171
0.382 118-155
LOW 118-102
0.618 118-017
1.000 117-284
1.618 117-199
2.618 117-061
4.250 116-156
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 118-202 118-172
PP 118-186 118-128
S1 118-171 118-084

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

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