ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 120-105 120-220 0-115 0.3% 120-102
High 120-255 120-290 0-035 0.1% 120-317
Low 120-102 120-217 0-115 0.3% 119-290
Close 120-242 120-225 -0-017 0.0% 120-002
Range 0-153 0-073 -0-080 -52.3% 1-027
ATR 0-160 0-154 -0-006 -3.9% 0-000
Volume 3,427 1,931 -1,496 -43.7% 98,515
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-143 121-097 120-265
R3 121-070 121-024 120-245
R2 120-317 120-317 120-238
R1 120-271 120-271 120-232 120-294
PP 120-244 120-244 120-244 120-256
S1 120-198 120-198 120-218 120-221
S2 120-171 120-171 120-212
S3 120-098 120-125 120-205
S4 120-025 120-052 120-185
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
5 120-290 119-267 1-023 0.9% 0-142 0.4% 81% True False 11,113
10 121-027 119-267 1-080 1.0% 0-151 0.4% 70% False False 31,071
20 121-070 119-267 1-123 1.1% 0-160 0.4% 63% False False 252,856
40 121-070 118-212 2-178 2.1% 0-146 0.4% 80% False False 350,684
60 121-070 117-002 4-068 3.5% 0-139 0.4% 88% False False 389,718
80 121-070 116-020 5-050 4.3% 0-146 0.4% 90% False False 393,922
100 121-070 113-280 7-110 6.1% 0-143 0.4% 93% False False 317,323
120 121-070 112-250 8-140 7.0% 0-120 0.3% 94% False False 264,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-009
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 121-280
2.618 121-161
1.618 121-088
1.000 121-043
0.618 121-015
HIGH 120-290
0.618 120-262
0.500 120-254
0.382 120-245
LOW 120-217
0.618 120-172
1.000 120-144
1.618 120-099
2.618 120-026
4.250 119-227
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 120-254 120-190
PP 120-244 120-154
S1 120-234 120-118

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

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