ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 120-235 120-102 -0-133 -0.3% 120-092
High 120-245 120-280 0-035 0.1% 121-037
Low 120-055 120-102 0-047 0.1% 120-020
Close 120-140 120-267 0-127 0.3% 120-140
Range 0-190 0-178 -0-012 -6.3% 1-017
ATR 0-160 0-161 0-001 0.8% 0-000
Volume 44,768 32,078 -12,690 -28.3% 826,420
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-110 122-047 121-045
R3 121-252 121-189 120-316
R2 121-074 121-074 120-300
R1 121-011 121-011 120-283 121-042
PP 120-216 120-216 120-216 120-232
S1 120-153 120-153 120-251 120-184
S2 120-038 120-038 120-234
S3 119-180 119-295 120-218
S4 119-002 119-117 120-169
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-223 123-039 121-005
R3 122-206 122-022 120-233
R2 121-189 121-189 120-202
R1 121-005 121-005 120-171 121-097
PP 120-172 120-172 120-172 120-218
S1 119-308 119-308 120-109 120-080
S2 119-155 119-155 120-078
S3 118-138 118-291 120-047
S4 117-121 117-274 119-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-037 120-055 0-302 0.8% 0-150 0.4% 70% False False 86,569
10 121-070 120-020 1-050 1.0% 0-174 0.5% 67% False False 348,293
20 121-070 119-292 1-098 1.1% 0-157 0.4% 71% False False 387,299
40 121-070 117-297 3-093 2.7% 0-147 0.4% 88% False False 423,131
60 121-070 116-210 4-180 3.8% 0-138 0.4% 92% False False 425,694
80 121-070 115-280 5-110 4.4% 0-149 0.4% 93% False False 395,037
100 121-070 113-240 7-150 6.2% 0-135 0.4% 95% False False 316,556
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-076
2.618 122-106
1.618 121-248
1.000 121-138
0.618 121-070
HIGH 120-280
0.618 120-212
0.500 120-191
0.382 120-170
LOW 120-102
0.618 119-312
1.000 119-244
1.618 119-134
2.618 118-276
4.250 117-306
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 120-242 120-234
PP 120-216 120-201
S1 120-191 120-168

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

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