ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 117-137 117-195 0-058 0.2% 117-037
High 117-242 117-240 -0-002 0.0% 117-242
Low 117-112 117-062 -0-050 -0.1% 116-250
Close 117-230 117-210 -0-020 -0.1% 117-230
Range 0-130 0-178 0-048 36.9% 0-312
ATR 0-192 0-191 -0-001 -0.5% 0-000
Volume 124,530 312,500 187,970 150.9% 1,081,482
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-065 118-315 117-308
R3 118-207 118-137 117-259
R2 118-029 118-029 117-243
R1 117-279 117-279 117-226 117-314
PP 117-171 117-171 117-171 117-188
S1 117-101 117-101 117-194 117-136
S2 116-313 116-313 117-177
S3 116-135 116-243 117-161
S4 115-277 116-065 117-112
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% 0-195 0.5% 90% False False 247,666
10 117-302 116-250 1-052 1.0% 0-168 0.4% 75% False False 244,131
20 119-232 116-200 3-032 2.6% 0-209 0.6% 33% False False 382,560
40 121-210 116-200 5-010 4.3% 0-198 0.5% 20% False False 285,659
60 121-260 116-200 5-060 4.4% 0-144 0.4% 20% False False 190,569
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-036
2.618 119-066
1.618 118-208
1.000 118-098
0.618 118-030
HIGH 117-240
0.618 117-172
0.500 117-151
0.382 117-130
LOW 117-062
0.618 116-272
1.000 116-204
1.618 116-094
2.618 115-236
4.250 114-266
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 117-190 117-187
PP 117-171 117-165
S1 117-151 117-142

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

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