ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 119-040 119-155 0-115 0.3% 119-190
High 119-192 119-317 0-125 0.3% 120-067
Low 118-297 119-145 0-168 0.4% 119-005
Close 119-175 119-302 0-127 0.3% 119-045
Range 0-215 0-172 -0-043 -20.0% 1-062
ATR 0-155 0-156 0-001 0.8% 0-000
Volume 323,665 447,018 123,353 38.1% 1,805,221
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-131 121-068 120-077
R3 120-279 120-216 120-029
R2 120-107 120-107 120-014
R1 120-044 120-044 119-318 120-076
PP 119-255 119-255 119-255 119-270
S1 119-192 119-192 119-286 119-224
S2 119-083 119-083 119-270
S3 118-231 119-020 119-255
S4 118-059 118-168 119-207
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
5 120-067 118-297 1-090 1.1% 0-180 0.5% 79% False False 412,674
10 120-120 118-297 1-143 1.2% 0-174 0.5% 70% False False 432,735
20 120-160 118-297 1-183 1.3% 0-167 0.4% 65% False False 292,625
40 120-160 117-240 2-240 2.3% 0-120 0.3% 80% False False 147,728
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-088
2.618 121-127
1.618 120-275
1.000 120-169
0.618 120-103
HIGH 119-317
0.618 119-251
0.500 119-231
0.382 119-211
LOW 119-145
0.618 119-039
1.000 118-293
1.618 118-187
2.618 118-015
4.250 117-054
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 119-278 119-250
PP 119-255 119-199
S1 119-231 119-147

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

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