ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 120-010 119-110 -0-220 -0.6% 121-150
High 120-040 119-200 -0-160 -0.4% 121-150
Low 119-070 119-040 -0-030 -0.1% 120-010
Close 119-130 119-180 0-050 0.1% 120-030
Range 0-290 0-160 -0-130 -44.8% 1-140
ATR 0-131 0-133 0-002 1.6% 0-000
Volume 17,093 9,308 -7,785 -45.5% 21,336
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 120-300 120-240 119-268
R3 120-140 120-080 119-224
R2 119-300 119-300 119-209
R1 119-240 119-240 119-195 119-270
PP 119-140 119-140 119-140 119-155
S1 119-080 119-080 119-165 119-110
S2 118-300 118-300 119-151
S3 118-140 118-240 119-136
S4 117-300 118-080 119-092
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 124-270 123-290 120-283
R3 123-130 122-150 120-156
R2 121-310 121-310 120-114
R1 121-010 121-010 120-072 120-250
PP 120-170 120-170 120-170 120-130
S1 119-190 119-190 119-308 119-110
S2 119-030 119-030 119-266
S3 117-210 118-050 119-224
S4 116-070 116-230 119-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 119-040 1-290 1.6% 0-218 0.6% 23% False True 8,035
10 121-260 119-040 2-220 2.2% 0-181 0.5% 16% False True 5,684
20 121-260 119-040 2-220 2.2% 0-113 0.3% 16% False True 3,068
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-240
2.618 120-299
1.618 120-139
1.000 120-040
0.618 119-299
HIGH 119-200
0.618 119-139
0.500 119-120
0.382 119-101
LOW 119-040
0.618 118-261
1.000 118-200
1.618 118-101
2.618 117-261
4.250 117-000
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 119-160 119-310
PP 119-140 119-267
S1 119-120 119-223

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

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