ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 120-030 120-110 0-080 0.2% 119-210
High 120-120 120-110 -0-010 0.0% 120-160
Low 120-020 119-220 -0-120 -0.3% 119-140
Close 120-100 119-310 -0-110 -0.3% 119-170
Range 0-100 0-210 0-110 110.0% 1-020
ATR 0-132 0-137 0-006 4.3% 0-000
Volume 356,816 445,128 88,312 24.8% 931,704
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-310 121-200 120-106
R3 121-100 120-310 120-048
R2 120-210 120-210 120-028
R1 120-100 120-100 120-009 120-050
PP 120-000 120-000 120-000 119-295
S1 119-210 119-210 119-291 119-160
S2 119-110 119-110 119-272
S3 118-220 119-000 119-252
S4 118-010 118-110 119-194
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-003 122-107 120-037
R3 121-303 121-087 119-264
R2 120-283 120-283 119-232
R1 120-067 120-067 119-201 120-005
PP 119-263 119-263 119-263 119-232
S1 119-047 119-047 119-139 118-305
S2 118-243 118-243 119-108
S3 117-223 118-027 119-076
S4 116-203 117-007 118-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-120 119-100 1-020 0.9% 0-184 0.5% 62% False False 394,511
10 120-160 119-100 1-060 1.0% 0-174 0.5% 55% False False 229,011
20 120-160 119-010 1-150 1.2% 0-126 0.3% 64% False False 118,835
40 120-160 117-030 3-130 2.8% 0-088 0.2% 84% False False 59,599
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-042
2.618 122-020
1.618 121-130
1.000 121-000
0.618 120-240
HIGH 120-110
0.618 120-030
0.500 120-005
0.382 119-300
LOW 119-220
0.618 119-090
1.000 119-010
1.618 118-200
2.618 117-310
4.250 116-288
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 120-005 119-297
PP 120-000 119-283
S1 119-315 119-270

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

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