ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 117-177 117-137 -0-040 -0.1% 117-037
High 117-207 117-242 0-035 0.1% 117-242
Low 117-042 117-112 0-070 0.2% 116-250
Close 117-130 117-230 0-100 0.3% 117-230
Range 0-165 0-130 -0-035 -21.2% 0-312
ATR 0-197 0-192 -0-005 -2.4% 0-000
Volume 262,648 124,530 -138,118 -52.6% 1,081,482
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 118-265 118-217 117-302
R3 118-135 118-087 117-266
R2 118-005 118-005 117-254
R1 117-277 117-277 117-242 117-301
PP 117-195 117-195 117-195 117-206
S1 117-147 117-147 117-218 117-171
S2 117-065 117-065 117-206
S3 116-255 117-017 117-194
S4 116-125 116-207 117-158
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-110 120-002 118-082
R3 119-118 119-010 117-316
R2 118-126 118-126 117-287
R1 118-018 118-018 117-259 118-072
PP 117-134 117-134 117-134 117-161
S1 117-026 117-026 117-201 117-080
S2 116-142 116-142 117-173
S3 115-150 116-034 117-144
S4 114-158 115-042 117-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-242 116-250 0-312 0.8% 0-199 0.5% 96% True False 216,296
10 117-302 116-250 1-052 1.0% 0-167 0.4% 81% False False 250,631
20 119-232 116-200 3-032 2.6% 0-217 0.6% 35% False False 396,891
40 121-260 116-200 5-060 4.4% 0-197 0.5% 21% False False 277,891
60 121-260 116-200 5-060 4.4% 0-141 0.4% 21% False False 185,362
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-154
2.618 118-262
1.618 118-132
1.000 118-052
0.618 118-002
HIGH 117-242
0.618 117-192
0.500 117-177
0.382 117-162
LOW 117-112
0.618 117-032
1.000 116-302
1.618 116-222
2.618 116-092
4.250 115-200
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 117-212 117-184
PP 117-195 117-139
S1 117-177 117-094

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

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