ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 119-160 119-180 0-020 0.1% 120-010
High 119-170 119-190 0-020 0.1% 120-040
Low 119-050 119-100 0-050 0.1% 119-040
Close 119-160 119-120 -0-040 -0.1% 119-120
Range 0-120 0-090 -0-030 -25.0% 1-000
ATR 0-134 0-131 -0-003 -2.3% 0-000
Volume 26,864 39,672 12,808 47.7% 108,341
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 120-087 120-033 119-170
R3 119-317 119-263 119-145
R2 119-227 119-227 119-136
R1 119-173 119-173 119-128 119-155
PP 119-137 119-137 119-137 119-128
S1 119-083 119-083 119-112 119-065
S2 119-047 119-047 119-104
S3 118-277 118-313 119-095
S4 118-187 118-223 119-070
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-173 121-307 119-296
R3 121-173 120-307 119-208
R2 120-173 120-173 119-179
R1 119-307 119-307 119-149 119-240
PP 119-173 119-173 119-173 119-140
S1 118-307 118-307 119-091 118-240
S2 118-173 118-173 119-061
S3 117-173 117-307 119-032
S4 116-173 116-307 118-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 119-040 1-000 0.8% 0-158 0.4% 25% False False 21,668
10 121-150 119-040 2-110 2.0% 0-180 0.5% 11% False False 12,967
20 121-260 119-040 2-220 2.3% 0-130 0.3% 9% False False 7,157
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0-017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-252
2.618 120-106
1.618 120-016
1.000 119-280
0.618 119-246
HIGH 119-190
0.618 119-156
0.500 119-145
0.382 119-134
LOW 119-100
0.618 119-044
1.000 119-010
1.618 118-274
2.618 118-184
4.250 118-038
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 119-145 119-150
PP 119-137 119-140
S1 119-128 119-130

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

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