ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 115-000 115-150 0-150 0.4% 114-270
High 115-030 115-160 0-130 0.4% 115-070
Low 114-300 115-150 0-170 0.5% 114-270
Close 114-310 115-140 0-150 0.4% 115-070
Range 0-050 0-010 -0-040 -80.0% 0-120
ATR
Volume 113 2,004 1,891 1,673.5% 823
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-180 115-170 115-146
R3 115-170 115-160 115-143
R2 115-160 115-160 115-142
R1 115-150 115-150 115-141 115-150
PP 115-150 115-150 115-150 115-150
S1 115-140 115-140 115-139 115-140
S2 115-140 115-140 115-138
S3 115-130 115-130 115-137
S4 115-120 115-120 115-134
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-070 116-030 115-136
R3 115-270 115-230 115-103
R2 115-150 115-150 115-092
R1 115-110 115-110 115-081 115-130
PP 115-030 115-030 115-030 115-040
S1 114-310 114-310 115-059 115-010
S2 114-230 114-230 115-048
S3 114-110 114-190 115-037
S4 113-310 114-070 115-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-160 114-300 0-180 0.5% 0-030 0.1% 89% True False 1,159
10 115-160 114-260 0-220 0.6% 0-018 0.0% 91% True False 635
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 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-202
2.618 115-186
1.618 115-176
1.000 115-170
0.618 115-166
HIGH 115-160
0.618 115-156
0.500 115-155
0.382 115-154
LOW 115-150
0.618 115-144
1.000 115-140
1.618 115-134
2.618 115-124
4.250 115-108
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 115-155 115-117
PP 115-150 115-093
S1 115-145 115-070

Download as Excel Spreadsheet

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

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