ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 119-300 119-190 -0-110 -0.3% 119-200
High 120-050 120-030 -0-020 -0.1% 120-120
Low 119-120 119-150 0-030 0.1% 119-100
Close 119-200 120-020 0-140 0.4% 119-200
Range 0-250 0-200 -0-050 -20.0% 1-020
ATR 0-141 0-146 0-004 3.0% 0-000
Volume 439,161 512,532 73,371 16.7% 2,253,123
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-240 121-170 120-130
R3 121-040 120-290 120-075
R2 120-160 120-160 120-057
R1 120-090 120-090 120-038 120-125
PP 119-280 119-280 119-280 119-298
S1 119-210 119-210 120-002 119-245
S2 119-080 119-080 119-303
S3 118-200 119-010 119-285
S4 118-000 118-130 119-230
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-307 122-113 120-067
R3 121-287 121-093 119-294
R2 120-267 120-267 119-262
R1 120-073 120-073 119-231 120-050
PP 119-247 119-247 119-247 119-235
S1 119-053 119-053 119-169 119-030
S2 118-227 118-227 119-138
S3 117-207 118-033 119-106
S4 116-187 117-013 119-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-120 119-120 1-000 0.8% 0-168 0.4% 69% False False 452,796
10 120-160 119-100 1-060 1.0% 0-182 0.5% 63% False False 361,682
20 120-160 119-040 1-120 1.1% 0-146 0.4% 68% False False 191,644
40 120-160 117-030 3-130 2.8% 0-102 0.3% 87% False False 96,148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-240
2.618 121-234
1.618 121-034
1.000 120-230
0.618 120-154
HIGH 120-030
0.618 119-274
0.500 119-250
0.382 119-226
LOW 119-150
0.618 119-026
1.000 118-270
1.618 118-146
2.618 117-266
4.250 116-260
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 119-310 119-308
PP 119-280 119-277
S1 119-250 119-245

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

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