ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 120-110 119-310 -0-120 -0.3% 119-210
High 120-110 120-010 -0-100 -0.3% 120-160
Low 119-220 119-250 0-030 0.1% 119-140
Close 119-310 119-300 -0-010 0.0% 119-170
Range 0-210 0-080 -0-130 -61.9% 1-020
ATR 0-137 0-133 -0-004 -3.0% 0-000
Volume 445,128 510,343 65,215 14.7% 931,704
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 120-213 120-177 120-024
R3 120-133 120-097 120-002
R2 120-053 120-053 119-315
R1 120-017 120-017 119-307 119-315
PP 119-293 119-293 119-293 119-282
S1 119-257 119-257 119-293 119-235
S2 119-213 119-213 119-285
S3 119-133 119-177 119-278
S4 119-053 119-097 119-256
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% 0-180 0.5% 59% False False 448,913
10 120-160 119-100 1-060 1.0% 0-164 0.4% 53% False False 278,142
20 120-160 119-040 1-120 1.1% 0-128 0.3% 59% False False 144,288
40 120-160 117-030 3-130 2.8% 0-090 0.2% 83% False False 72,356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 121-030
2.618 120-219
1.618 120-139
1.000 120-090
0.618 120-059
HIGH 120-010
0.618 119-299
0.500 119-290
0.382 119-281
LOW 119-250
0.618 119-201
1.000 119-170
1.618 119-121
2.618 119-041
4.250 118-230
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 119-297 120-010
PP 119-293 120-000
S1 119-290 119-310

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

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