ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 121-070 121-140 0-070 0.2% 121-080
High 121-150 121-260 0-110 0.3% 121-080
Low 121-020 121-140 0-120 0.3% 120-060
Close 121-100 121-240 0-140 0.4% 121-000
Range 0-130 0-120 -0-010 -7.7% 1-020
ATR 0-069 0-076 0-006 9.4% 0-000
Volume 1,410 1,754 344 24.4% 2,377
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-253 122-207 121-306
R3 122-133 122-087 121-273
R2 122-013 122-013 121-262
R1 121-287 121-287 121-251 121-310
PP 121-213 121-213 121-213 121-225
S1 121-167 121-167 121-229 121-190
S2 121-093 121-093 121-218
S3 120-293 121-047 121-207
S4 120-173 120-247 121-174
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
5 121-260 120-270 0-310 0.8% 0-074 0.2% 94% True False 1,123
10 121-260 120-060 1-200 1.3% 0-069 0.2% 96% True False 762
20 121-260 120-060 1-200 1.3% 0-037 0.1% 96% True False 389
Crabel Price Patterns
NR True
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-130
2.618 122-254
1.618 122-134
1.000 122-060
0.618 122-014
HIGH 121-260
0.618 121-214
0.500 121-200
0.382 121-186
LOW 121-140
0.618 121-066
1.000 121-020
1.618 120-266
2.618 120-146
4.250 119-270
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 121-227 121-202
PP 121-213 121-163
S1 121-200 121-125

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

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