ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 119-247 119-065 -0-182 -0.5% 119-190
High 119-297 119-115 -0-182 -0.5% 120-067
Low 119-055 119-005 -0-050 -0.1% 119-005
Close 119-057 119-045 -0-012 0.0% 119-045
Range 0-242 0-110 -0-132 -54.5% 1-062
ATR 0-153 0-150 -0-003 -2.0% 0-000
Volume 514,569 387,086 -127,483 -24.8% 1,805,221
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 120-065 120-005 119-106
R3 119-275 119-215 119-075
R2 119-165 119-165 119-065
R1 119-105 119-105 119-055 119-080
PP 119-055 119-055 119-055 119-042
S1 118-315 118-315 119-035 118-290
S2 118-265 118-265 119-025
S3 118-155 118-205 119-015
S4 118-045 118-095 118-304
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-012 122-090 119-255
R3 121-270 121-028 119-150
R2 120-208 120-208 119-115
R1 119-286 119-286 119-080 119-216
PP 119-146 119-146 119-146 119-110
S1 118-224 118-224 119-010 118-154
S2 118-084 118-084 118-295
S3 117-022 117-162 118-260
S4 115-280 116-100 118-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-067 119-005 1-062 1.0% 0-192 0.5% 10% False True 448,876
10 120-120 119-005 1-115 1.1% 0-186 0.5% 9% False True 448,895
20 120-160 119-005 1-155 1.2% 0-157 0.4% 8% False True 255,195
40 120-160 117-240 2-240 2.3% 0-111 0.3% 51% False False 128,462
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 120-262
2.618 120-083
1.618 119-293
1.000 119-225
0.618 119-183
HIGH 119-115
0.618 119-073
0.500 119-060
0.382 119-047
LOW 119-005
0.618 118-257
1.000 118-215
1.618 118-147
2.618 118-037
4.250 117-178
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 119-060 119-196
PP 119-055 119-146
S1 119-050 119-095

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

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