ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 118-067 117-215 -0-172 -0.5% 118-060
High 118-097 117-282 -0-135 -0.4% 118-145
Low 117-192 117-180 -0-012 0.0% 117-180
Close 117-210 117-270 0-060 0.2% 117-270
Range 0-225 0-102 -0-123 -54.7% 0-285
ATR 0-180 0-175 -0-006 -3.1% 0-000
Volume 603,964 449,971 -153,993 -25.5% 1,986,600
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-230 118-192 118-006
R3 118-128 118-090 117-298
R2 118-026 118-026 117-289
R1 117-308 117-308 117-279 118-007
PP 117-244 117-244 117-244 117-254
S1 117-206 117-206 117-261 117-225
S2 117-142 117-142 117-251
S3 117-040 117-104 117-242
S4 116-258 117-002 117-214
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-200 120-040 118-107
R3 119-235 119-075 118-028
R2 118-270 118-270 118-002
R1 118-110 118-110 117-296 118-048
PP 117-305 117-305 117-305 117-274
S1 117-145 117-145 117-244 117-082
S2 117-020 117-020 117-218
S3 116-055 116-180 117-192
S4 115-090 115-215 117-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-180 0-300 0.8% 0-157 0.4% 30% False True 504,349
10 118-160 117-050 1-110 1.1% 0-161 0.4% 51% False False 497,241
20 118-160 116-250 1-230 1.5% 0-173 0.5% 62% False False 403,912
40 120-020 116-200 3-140 2.9% 0-197 0.5% 35% False False 441,189
60 121-260 116-200 5-060 4.4% 0-176 0.5% 23% False False 299,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-048
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-076
2.618 118-229
1.618 118-127
1.000 118-064
0.618 118-025
HIGH 117-282
0.618 117-243
0.500 117-231
0.382 117-219
LOW 117-180
0.618 117-117
1.000 117-078
1.618 117-015
2.618 116-233
4.250 116-066
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 117-257 117-298
PP 117-244 117-289
S1 117-231 117-280

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

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