ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 117-290 118-085 0-115 0.3% 118-017
High 118-097 118-160 0-063 0.2% 118-160
Low 117-265 118-010 0-065 0.2% 117-187
Close 118-087 118-055 -0-032 -0.1% 118-055
Range 0-152 0-150 -0-002 -1.3% 0-293
ATR 0-183 0-181 -0-002 -1.3% 0-000
Volume 518,662 535,148 16,486 3.2% 2,336,893
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-205 119-120 118-138
R3 119-055 118-290 118-096
R2 118-225 118-225 118-082
R1 118-140 118-140 118-069 118-108
PP 118-075 118-075 118-075 118-059
S1 117-310 117-310 118-041 117-278
S2 117-245 117-245 118-028
S3 117-095 117-160 118-014
S4 116-265 117-010 117-292
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-266 120-134 118-216
R3 119-293 119-161 118-136
R2 119-000 119-000 118-109
R1 118-188 118-188 118-082 118-254
PP 118-027 118-027 118-027 118-060
S1 117-215 117-215 118-028 117-281
S2 117-054 117-054 118-001
S3 116-081 116-242 117-294
S4 115-108 115-269 117-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-187 0-293 0.8% 0-132 0.3% 64% True False 467,378
10 118-160 116-312 1-168 1.3% 0-173 0.5% 78% True False 486,329
20 118-160 116-250 1-230 1.5% 0-170 0.4% 81% True False 368,480
40 120-060 116-200 3-180 3.0% 0-195 0.5% 43% False False 397,702
60 121-260 116-200 5-060 4.4% 0-169 0.4% 30% False False 266,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-158
2.618 119-233
1.618 119-083
1.000 118-310
0.618 118-253
HIGH 118-160
0.618 118-103
0.500 118-085
0.382 118-067
LOW 118-010
0.618 117-237
1.000 117-180
1.618 117-087
2.618 116-257
4.250 116-012
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 118-085 118-041
PP 118-075 118-027
S1 118-065 118-014

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

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