ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 119-275 120-105 0-150 0.4% 120-102
High 120-132 120-255 0-123 0.3% 120-317
Low 119-267 120-102 0-155 0.4% 119-290
Close 120-125 120-242 0-117 0.3% 120-002
Range 0-185 0-153 -0-032 -17.3% 1-027
ATR 0-161 0-160 -0-001 -0.3% 0-000
Volume 5,080 3,427 -1,653 -32.5% 98,515
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-019 121-283 121-006
R3 121-186 121-130 120-284
R2 121-033 121-033 120-270
R1 120-297 120-297 120-256 121-005
PP 120-200 120-200 120-200 120-214
S1 120-144 120-144 120-228 120-172
S2 120-047 120-047 120-214
S3 119-214 119-311 120-200
S4 119-061 119-158 120-158
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-177 122-277 120-193
R3 122-150 121-250 120-097
R2 121-123 121-123 120-066
R1 120-223 120-223 120-034 120-160
PP 120-096 120-096 120-096 120-065
S1 119-196 119-196 119-290 119-132
S2 119-069 119-069 119-258
S3 118-042 118-169 119-227
S4 117-015 117-142 119-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-317 119-267 1-050 1.0% 0-158 0.4% 80% False False 14,988
10 121-037 119-267 1-090 1.1% 0-154 0.4% 72% False False 50,779
20 121-070 119-267 1-123 1.1% 0-163 0.4% 67% False False 272,237
40 121-070 118-212 2-178 2.1% 0-147 0.4% 82% False False 358,589
60 121-070 116-235 4-155 3.7% 0-141 0.4% 90% False False 394,344
80 121-070 116-020 5-050 4.3% 0-148 0.4% 91% False False 394,550
100 121-070 113-240 7-150 6.2% 0-142 0.4% 94% False False 317,304
120 121-070 112-250 8-140 7.0% 0-120 0.3% 95% False False 264,436
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-265
2.618 122-016
1.618 121-183
1.000 121-088
0.618 121-030
HIGH 120-255
0.618 120-197
0.500 120-178
0.382 120-160
LOW 120-102
0.618 120-007
1.000 119-269
1.618 119-174
2.618 119-021
4.250 118-092
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 120-221 120-195
PP 120-200 120-148
S1 120-178 120-101

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

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