ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 117-272 117-150 -0-122 -0.3% 119-055
High 118-017 117-307 -0-030 -0.1% 119-232
Low 117-117 116-292 -0-145 -0.4% 117-117
Close 117-182 117-282 0-100 0.3% 117-182
Range 0-220 1-015 0-115 52.3% 2-115
ATR 0-194 0-204 0-010 5.2% 0-000
Volume 376,864 505,053 128,189 34.0% 2,733,031
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-232 120-112 118-146
R3 119-217 119-097 118-054
R2 118-202 118-202 118-023
R1 118-082 118-082 117-313 118-142
PP 117-187 117-187 117-187 117-217
S1 117-067 117-067 117-251 117-127
S2 116-172 116-172 117-221
S3 115-157 116-052 117-190
S4 114-142 115-037 117-098
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-095 123-254 118-277
R3 122-300 121-139 118-070
R2 120-185 120-185 118-000
R1 119-024 119-024 117-251 118-207
PP 118-070 118-070 118-070 118-002
S1 116-229 116-229 117-113 116-092
S2 115-275 115-275 117-044
S3 113-160 114-114 116-294
S4 111-045 111-319 116-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-225 116-292 2-253 2.4% 0-282 0.7% 35% False True 571,464
10 120-020 116-292 3-048 2.7% 0-253 0.7% 31% False True 574,624
20 120-060 116-292 3-088 2.8% 0-211 0.6% 30% False True 349,299
40 121-260 116-292 4-288 4.2% 0-151 0.4% 20% False True 175,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-131
2.618 120-224
1.618 119-209
1.000 119-002
0.618 118-194
HIGH 117-307
0.618 117-179
0.500 117-140
0.382 117-100
LOW 116-292
0.618 116-085
1.000 115-277
1.618 115-070
2.618 114-055
4.250 112-148
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 117-234 117-248
PP 117-187 117-213
S1 117-140 117-178

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

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