ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 120-027 119-247 -0-100 -0.3% 119-200
High 120-067 119-297 -0-090 -0.2% 120-120
Low 119-227 119-055 -0-172 -0.4% 119-100
Close 119-247 119-057 -0-190 -0.5% 119-200
Range 0-160 0-242 0-082 51.3% 1-020
ATR 0-147 0-153 0-007 4.6% 0-000
Volume 391,034 514,569 123,535 31.6% 2,253,123
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-222 121-062 119-190
R3 120-300 120-140 119-124
R2 120-058 120-058 119-101
R1 119-218 119-218 119-079 119-177
PP 119-136 119-136 119-136 119-116
S1 118-296 118-296 119-035 118-255
S2 118-214 118-214 119-013
S3 117-292 118-054 118-310
S4 117-050 117-132 118-244
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
5 120-067 119-055 1-012 0.9% 0-186 0.5% 1% False True 473,527
10 120-120 119-055 1-065 1.0% 0-185 0.5% 1% False True 434,019
20 120-160 119-055 1-105 1.1% 0-156 0.4% 0% False True 236,300
40 120-160 117-200 2-280 2.4% 0-110 0.3% 54% False False 118,787
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-046
2.618 121-291
1.618 121-049
1.000 120-219
0.618 120-127
HIGH 119-297
0.618 119-205
0.500 119-176
0.382 119-147
LOW 119-055
0.618 118-225
1.000 118-133
1.618 117-303
2.618 117-061
4.250 115-306
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 119-176 119-221
PP 119-136 119-166
S1 119-097 119-112

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

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