ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 119-190 120-027 0-157 0.4% 119-200
High 120-030 120-067 0-037 0.1% 120-120
Low 119-150 119-227 0-077 0.2% 119-100
Close 120-020 119-247 -0-093 -0.2% 119-200
Range 0-200 0-160 -0-040 -20.0% 1-020
ATR 0-146 0-147 0-001 0.7% 0-000
Volume 512,532 391,034 -121,498 -23.7% 2,253,123
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-127 121-027 120-015
R3 120-287 120-187 119-291
R2 120-127 120-127 119-276
R1 120-027 120-027 119-262 119-317
PP 119-287 119-287 119-287 119-272
S1 119-187 119-187 119-232 119-157
S2 119-127 119-127 119-218
S3 118-287 119-027 119-203
S4 118-127 118-187 119-159
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
5 120-110 119-120 0-310 0.8% 0-180 0.5% 41% False False 459,639
10 120-160 119-100 1-060 1.0% 0-180 0.5% 39% False False 396,454
20 120-160 119-100 1-060 1.0% 0-148 0.4% 39% False False 210,990
40 120-160 117-030 3-130 2.8% 0-104 0.3% 79% False False 105,923
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-107
2.618 121-166
1.618 121-006
1.000 120-227
0.618 120-166
HIGH 120-067
0.618 120-006
0.500 119-307
0.382 119-288
LOW 119-227
0.618 119-128
1.000 119-067
1.618 118-288
2.618 118-128
4.250 117-187
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 119-307 119-254
PP 119-287 119-251
S1 119-267 119-249

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

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