ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 120-232 120-135 -0-097 -0.3% 119-275
High 120-260 120-267 0-007 0.0% 120-290
Low 120-155 120-135 -0-020 -0.1% 119-267
Close 120-190 120-235 0-045 0.1% 120-235
Range 0-105 0-132 0-027 25.7% 1-023
ATR 0-150 0-149 -0-001 -0.9% 0-000
Volume 3,156 4,842 1,686 53.4% 18,436
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-288 121-234 120-308
R3 121-156 121-102 120-271
R2 121-024 121-024 120-259
R1 120-290 120-290 120-247 120-317
PP 120-212 120-212 120-212 120-226
S1 120-158 120-158 120-223 120-185
S2 120-080 120-080 120-211
S3 119-268 120-026 120-199
S4 119-136 119-214 120-162
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-226 123-094 121-104
R3 122-203 122-071 121-009
R2 121-180 121-180 120-298
R1 121-048 121-048 120-266 121-114
PP 120-157 120-157 120-157 120-190
S1 120-025 120-025 120-204 120-091
S2 119-134 119-134 120-172
S3 118-111 119-002 120-141
S4 117-088 117-299 120-046
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% 0-130 0.3% 84% False False 3,687
10 120-317 119-267 1-050 1.0% 0-147 0.4% 78% False False 16,171
20 121-070 119-267 1-123 1.1% 0-159 0.4% 65% False False 215,128
40 121-070 118-212 2-178 2.1% 0-145 0.4% 81% False False 329,441
60 121-070 117-200 3-190 3.0% 0-139 0.4% 87% False False 375,321
80 121-070 116-020 5-050 4.3% 0-145 0.4% 91% False False 391,315
100 121-070 114-070 7-000 5.8% 0-144 0.4% 93% False False 317,401
120 121-070 112-250 8-140 7.0% 0-122 0.3% 94% False False 264,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-188
2.618 121-293
1.618 121-161
1.000 121-079
0.618 121-029
HIGH 120-267
0.618 120-217
0.500 120-201
0.382 120-185
LOW 120-135
0.618 120-053
1.000 120-003
1.618 119-241
2.618 119-109
4.250 118-214
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 120-224 120-228
PP 120-212 120-220
S1 120-201 120-212

Download as Excel Spreadsheet

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

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