ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 116-250 116-130 -0-120 -0.3% 115-170
High 116-270 117-060 0-110 0.3% 116-150
Low 116-130 116-120 -0-010 0.0% 115-020
Close 116-150 116-280 0-130 0.3% 116-100
Range 0-140 0-260 0-120 85.7% 1-130
ATR 0-133 0-142 0-009 6.8% 0-000
Volume 19,349 29,711 10,362 53.6% 69,354
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 119-080 118-280 117-103
R3 118-140 118-020 117-032
R2 117-200 117-200 117-008
R1 117-080 117-080 116-304 117-140
PP 116-260 116-260 116-260 116-290
S1 116-140 116-140 116-256 116-200
S2 116-000 116-000 116-232
S3 115-060 115-200 116-208
S4 114-120 114-260 116-137
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 120-053 119-207 117-028
R3 118-243 118-077 116-224
R2 117-113 117-113 116-182
R1 116-267 116-267 116-141 117-030
PP 115-303 115-303 115-303 116-025
S1 115-137 115-137 116-059 115-220
S2 114-173 114-173 116-018
S3 113-043 114-007 115-296
S4 111-233 112-197 115-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-060 115-280 1-100 1.1% 0-188 0.5% 76% True False 22,786
10 117-060 115-020 2-040 1.8% 0-157 0.4% 85% True False 15,377
20 117-060 113-240 3-140 2.9% 0-121 0.3% 91% True False 8,322
40 117-060 112-250 4-130 3.8% 0-064 0.2% 93% True False 4,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-205
2.618 119-101
1.618 118-161
1.000 118-000
0.618 117-221
HIGH 117-060
0.618 116-281
0.500 116-250
0.382 116-219
LOW 116-120
0.618 115-279
1.000 115-180
1.618 115-019
2.618 114-079
4.250 112-295
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 116-270 116-248
PP 116-260 116-217
S1 116-250 116-185

Download as Excel Spreadsheet

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

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