ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 120-220 120-232 0-012 0.0% 120-102
High 120-290 120-260 -0-030 -0.1% 120-317
Low 120-217 120-155 -0-062 -0.2% 119-290
Close 120-225 120-190 -0-035 -0.1% 120-002
Range 0-073 0-105 0-032 43.8% 1-027
ATR 0-154 0-150 -0-003 -2.3% 0-000
Volume 1,931 3,156 1,225 63.4% 98,515
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-197 121-138 120-248
R3 121-092 121-033 120-219
R2 120-307 120-307 120-209
R1 120-248 120-248 120-200 120-225
PP 120-202 120-202 120-202 120-190
S1 120-143 120-143 120-180 120-120
S2 120-097 120-097 120-171
S3 119-312 120-038 120-161
S4 119-207 119-253 120-132
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% 0-120 0.3% 71% False False 6,605
10 120-317 119-267 1-050 1.0% 0-142 0.4% 66% False False 21,937
20 121-070 119-267 1-123 1.1% 0-162 0.4% 55% False False 236,536
40 121-070 118-212 2-178 2.1% 0-145 0.4% 76% False False 339,103
60 121-070 117-117 3-273 3.2% 0-139 0.4% 84% False False 382,467
80 121-070 116-020 5-050 4.3% 0-146 0.4% 88% False False 393,244
100 121-070 114-040 7-030 5.9% 0-144 0.4% 91% False False 317,354
120 121-070 112-250 8-140 7.0% 0-121 0.3% 93% False False 264,478
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-066
2.618 121-215
1.618 121-110
1.000 121-045
0.618 121-005
HIGH 120-260
0.618 120-220
0.500 120-208
0.382 120-195
LOW 120-155
0.618 120-090
1.000 120-050
1.618 119-305
2.618 119-200
4.250 119-029
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 120-208 120-196
PP 120-202 120-194
S1 120-196 120-192

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

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