ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	119-000	118-280	-0-040	-0.1%	119-180
High	119-050	119-190	0-140	0.4%	120-020
Low	118-210	118-180	-0-030	-0.1%	118-180
Close	118-270	119-060	0-110	0.3%	119-060
Range	0-160	1-010	0-170	106.3%	1-160
ATR	0-157	0-169	0-012	7.9%	0-000
Volume	780,184	599,118	-181,066	-23.2%	2,770,778

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-067	121-233	119-242
R3	121-057	120-223	119-151
R2	120-047	120-047	119-120
R1	119-213	119-213	119-090	119-290
PP	119-037	119-037	119-037	119-075
S1	118-203	118-203	119-030	118-280
S2	118-027	118-027	119-000
S3	117-017	117-193	118-289
S4	116-007	116-183	118-198

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-247	122-313	120-004
R3	122-087	121-153	119-192
R2	120-247	120-247	119-148
R1	119-313	119-313	119-104	119-200
PP	119-087	119-087	119-087	119-030
S1	118-153	118-153	119-016	118-040
S2	117-247	117-247	118-292
S3	116-087	116-313	118-248
S4	114-247	115-153	118-116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-020	118-180	1-160	1.3%	0-214	0.6%	42%	False	True	554,155
10	120-060	118-180	1-200	1.4%	0-193	0.5%	38%	False	True	367,923
20	121-210	118-180	3-030	2.6%	0-187	0.5%	20%	False	True	188,759
40	121-260	118-180	3-080	2.7%	0-112	0.3%	19%	False	True	94,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	123-312
2.618	122-094
1.618	121-084
1.000	120-200
0.618	120-074
HIGH	119-190
0.618	119-064
0.500	119-025
0.382	118-306
LOW	118-180
0.618	117-296
1.000	117-170
1.618	116-286
2.618	115-276
4.250	114-058

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	119-048	119-065
PP	119-037	119-063
S1	119-025	119-062

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