ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 120-267 121-027 0-080 0.2% 120-140
High 121-037 121-027 -0-010 0.0% 121-070
Low 120-252 120-150 -0-102 -0.3% 120-024
Close 121-022 120-232 -0-110 -0.3% 120-037
Range 0-105 0-197 0-092 87.6% 1-046
ATR 0-161 0-163 0-003 1.6% 0-000
Volume 199,012 94,495 -104,517 -52.5% 2,908,354
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-194 122-090 121-020
R3 121-317 121-213 120-286
R2 121-120 121-120 120-268
R1 121-016 121-016 120-250 120-290
PP 120-243 120-243 120-243 120-220
S1 120-139 120-139 120-214 120-092
S2 120-046 120-046 120-196
S3 119-169 119-262 120-178
S4 118-292 119-065 120-124
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-288 123-049 120-238
R3 122-242 122-003 120-138
R2 121-196 121-196 120-104
R1 120-277 120-277 120-071 120-214
PP 120-150 120-150 120-150 120-119
S1 119-231 119-231 120-003 119-168
S2 119-104 119-104 119-290
S3 118-058 118-185 119-256
S4 117-012 117-139 119-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-037 120-020 1-017 0.9% 0-188 0.5% 63% False False 433,546
10 121-070 120-020 1-050 1.0% 0-182 0.5% 57% False False 451,135
20 121-070 119-212 1-178 1.3% 0-153 0.4% 68% False False 439,399
40 121-070 117-297 3-093 2.7% 0-142 0.4% 85% False False 448,060
60 121-070 116-200 4-190 3.8% 0-139 0.4% 89% False False 445,159
80 121-070 115-140 5-250 4.8% 0-147 0.4% 91% False False 393,652
100 121-070 113-190 7-200 6.3% 0-131 0.3% 94% False False 315,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-224
2.618 122-223
1.618 122-026
1.000 121-224
0.618 121-149
HIGH 121-027
0.618 120-272
0.500 120-248
0.382 120-225
LOW 120-150
0.618 120-028
1.000 119-273
1.618 119-151
2.618 118-274
4.250 117-273
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 120-248 120-218
PP 120-243 120-203
S1 120-238 120-188

Download as Excel Spreadsheet

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

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