ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 120-102 120-290 0-188 0.5% 120-092
High 120-280 120-317 0-037 0.1% 121-037
Low 120-102 120-162 0-060 0.2% 120-020
Close 120-267 120-182 -0-085 -0.2% 120-140
Range 0-178 0-155 -0-023 -12.9% 1-017
ATR 0-161 0-161 0-000 -0.3% 0-000
Volume 32,078 21,306 -10,772 -33.6% 826,420
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-045 121-269 120-267
R3 121-210 121-114 120-225
R2 121-055 121-055 120-210
R1 120-279 120-279 120-196 120-250
PP 120-220 120-220 120-220 120-206
S1 120-124 120-124 120-168 120-094
S2 120-065 120-065 120-154
S3 119-230 119-289 120-139
S4 119-075 119-134 120-097
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
5 121-027 120-055 0-292 0.8% 0-160 0.4% 43% False False 51,028
10 121-070 120-020 1-050 1.0% 0-173 0.4% 44% False False 299,571
20 121-070 120-020 1-050 1.0% 0-155 0.4% 44% False False 357,715
40 121-070 117-297 3-093 2.7% 0-147 0.4% 80% False False 415,759
60 121-070 116-235 4-155 3.7% 0-139 0.4% 86% False False 418,887
80 121-070 115-310 5-080 4.4% 0-149 0.4% 88% False False 394,872
100 121-070 113-240 7-150 6.2% 0-136 0.4% 91% False False 316,768
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 True
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-016
2.618 122-083
1.618 121-248
1.000 121-152
0.618 121-093
HIGH 120-317
0.618 120-258
0.500 120-240
0.382 120-221
LOW 120-162
0.618 120-066
1.000 120-007
1.618 119-231
2.618 119-076
4.250 118-143
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 120-240 120-186
PP 120-220 120-185
S1 120-201 120-183

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

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