ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 121-140 121-170 0-030 0.1% 121-000
High 121-260 121-210 -0-050 -0.1% 121-260
Low 121-140 121-110 -0-030 -0.1% 120-300
Close 121-240 121-130 -0-110 -0.3% 121-130
Range 0-120 0-100 -0-020 -16.7% 0-280
ATR 0-076 0-080 0-004 5.1% 0-000
Volume 1,754 5,943 4,189 238.8% 11,089
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-130 122-070 121-185
R3 122-030 121-290 121-158
R2 121-250 121-250 121-148
R1 121-190 121-190 121-139 121-170
PP 121-150 121-150 121-150 121-140
S1 121-090 121-090 121-121 121-070
S2 121-050 121-050 121-112
S3 120-270 120-310 121-102
S4 120-170 120-210 121-075
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 124-003 123-187 121-284
R3 123-043 122-227 121-207
R2 122-083 122-083 121-181
R1 121-267 121-267 121-156 122-015
PP 121-123 121-123 121-123 121-158
S1 120-307 120-307 121-104 121-055
S2 120-163 120-163 121-079
S3 119-203 120-027 121-053
S4 118-243 119-067 120-296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-260 120-300 0-280 0.7% 0-094 0.2% 54% False False 2,217
10 121-260 120-060 1-200 1.3% 0-079 0.2% 75% False False 1,346
20 121-260 120-060 1-200 1.3% 0-042 0.1% 75% False False 685
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-315
2.618 122-152
1.618 122-052
1.000 121-310
0.618 121-272
HIGH 121-210
0.618 121-172
0.500 121-160
0.382 121-148
LOW 121-110
0.618 121-048
1.000 121-010
1.618 120-268
2.618 120-168
4.250 120-005
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 121-160 121-140
PP 121-150 121-137
S1 121-140 121-133

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

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