ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 120-230 120-270 0-040 0.1% 121-080
High 120-230 120-270 0-040 0.1% 121-080
Low 120-230 120-270 0-040 0.1% 120-060
Close 120-230 121-000 0-090 0.2% 121-000
Range
ATR 0-067 0-065 -0-002 -2.9% 0-000
Volume 128 471 343 268.0% 2,377
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 120-287 120-303 121-000
R3 120-287 120-303 121-000
R2 120-287 120-287 121-000
R1 120-303 120-303 121-000 120-295
PP 120-287 120-287 120-287 120-282
S1 120-303 120-303 121-000 120-295
S2 120-287 120-287 121-000
S3 120-287 120-303 121-000
S4 120-287 120-303 121-000
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 124-000 123-180 121-187
R3 122-300 122-160 121-094
R2 121-280 121-280 121-062
R1 121-140 121-140 121-031 121-040
PP 120-260 120-260 120-260 120-210
S1 120-120 120-120 120-289 120-020
S2 119-240 119-240 120-258
S3 118-220 119-100 120-226
S4 117-200 118-080 120-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-080 120-060 1-020 0.9% 0-064 0.2% 76% False False 475
10 121-080 120-060 1-020 0.9% 0-035 0.1% 76% False False 255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-002
Fibonacci Retracements and Extensions
4.250 120-270
2.618 120-270
1.618 120-270
1.000 120-270
0.618 120-270
HIGH 120-270
0.618 120-270
0.500 120-270
0.382 120-270
LOW 120-270
0.618 120-270
1.000 120-270
1.618 120-270
2.618 120-270
4.250 120-270
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 120-303 120-268
PP 120-287 120-217
S1 120-270 120-165

Download as Excel Spreadsheet

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

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