ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 117-307 117-290 -0-017 0.0% 117-195
High 118-010 118-097 0-087 0.2% 118-045
Low 117-187 117-265 0-078 0.2% 116-312
Close 117-305 118-087 0-102 0.3% 117-317
Range 0-143 0-152 0-009 6.3% 1-053
ATR 0-186 0-183 -0-002 -1.3% 0-000
Volume 469,545 518,662 49,117 10.5% 2,526,400
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-179 119-125 118-171
R3 119-027 118-293 118-129
R2 118-195 118-195 118-115
R1 118-141 118-141 118-101 118-168
PP 118-043 118-043 118-043 118-056
S1 117-309 117-309 118-073 118-016
S2 117-211 117-211 118-059
S3 117-059 117-157 118-045
S4 116-227 117-005 118-003
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-064 120-243 118-202
R3 120-011 119-190 118-100
R2 118-278 118-278 118-065
R1 118-137 118-137 118-031 118-208
PP 117-225 117-225 117-225 117-260
S1 117-084 117-084 117-283 117-154
S2 116-172 116-172 117-249
S3 115-119 116-031 117-214
S4 114-066 114-298 117-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-100 117-050 1-050 1.0% 0-165 0.4% 96% False False 490,132
10 118-100 116-312 1-108 1.1% 0-171 0.5% 97% False False 445,267
20 118-100 116-200 1-220 1.4% 0-173 0.5% 98% False False 367,240
40 120-060 116-200 3-180 3.0% 0-194 0.5% 46% False False 384,708
60 121-260 116-200 5-060 4.4% 0-167 0.4% 32% False False 257,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-103
2.618 119-175
1.618 119-023
1.000 118-249
0.618 118-191
HIGH 118-097
0.618 118-039
0.500 118-021
0.382 118-003
LOW 117-265
0.618 117-171
1.000 117-113
1.618 117-019
2.618 116-187
4.250 115-259
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 118-065 118-052
PP 118-043 118-018
S1 118-021 117-304

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

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