ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	119-180	119-070	-0-110	-0.3%	120-010
High	119-190	119-270	0-080	0.2%	120-040
Low	119-100	119-060	-0-040	-0.1%	119-040
Close	119-120	119-250	0-130	0.3%	119-120
Range	0-090	0-210	0-120	133.3%	1-000
ATR	0-131	0-136	0-006	4.3%	0-000
Volume	39,672	48,224	8,552	21.6%	108,341

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-183	121-107	120-046
R3	120-293	120-217	119-308
R2	120-083	120-083	119-288
R1	120-007	120-007	119-269	120-045
PP	119-193	119-193	119-193	119-212
S1	119-117	119-117	119-231	119-155
S2	118-303	118-303	119-212
S3	118-093	118-227	119-192
S4	117-203	118-017	119-134

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	119-270	119-040	0-230	0.6%	0-142	0.4%	91%	True	False	27,894
10	121-130	119-040	2-090	1.9%	0-193	0.5%	29%	False	False	17,195
20	121-260	119-040	2-220	2.2%	0-134	0.3%	24%	False	False	9,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-202
2.618	121-180
1.618	120-290
1.000	120-160
0.618	120-080
HIGH	119-270
0.618	119-190
0.500	119-165
0.382	119-140
LOW	119-060
0.618	118-250
1.000	118-170
1.618	118-040
2.618	117-150
4.250	116-128

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	119-222	119-220
PP	119-193	119-190
S1	119-165	119-160

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols