ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 121-000 121-020 0-020 0.1% 121-080
High 121-040 121-050 0-010 0.0% 121-080
Low 120-300 120-310 0-010 0.0% 120-060
Close 121-030 121-040 0-010 0.0% 121-000
Range 0-060 0-060 0-000 0.0% 1-020
ATR 0-065 0-064 0-000 -0.5% 0-000
Volume 883 1,099 216 24.5% 2,377
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-207 121-183 121-073
R3 121-147 121-123 121-056
R2 121-087 121-087 121-051
R1 121-063 121-063 121-046 121-075
PP 121-027 121-027 121-027 121-032
S1 121-003 121-003 121-034 121-015
S2 120-287 120-287 121-029
S3 120-227 120-263 121-024
S4 120-167 120-203 121-007
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
5 121-050 120-060 0-310 0.8% 0-036 0.1% 97% True False 749
10 121-080 120-060 1-020 0.9% 0-045 0.1% 88% False False 452
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 0-007
Fibonacci Retracements and Extensions
4.250 121-305
2.618 121-207
1.618 121-147
1.000 121-110
0.618 121-087
HIGH 121-050
0.618 121-027
0.500 121-020
0.382 121-013
LOW 120-310
0.618 120-273
1.000 120-250
1.618 120-213
2.618 120-153
4.250 120-055
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 121-033 121-027
PP 121-027 121-013
S1 121-020 121-000

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

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