ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 119-235 119-292 0-057 0.1% 119-040
High 120-007 120-010 0-003 0.0% 120-040
Low 119-175 119-252 0-077 0.2% 118-297
Close 119-292 119-315 0-023 0.1% 119-292
Range 0-152 0-078 -0-074 -48.7% 1-063
ATR 0-153 0-147 -0-005 -3.5% 0-000
Volume 363,442 270,270 -93,172 -25.6% 2,054,452
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 120-213 120-182 120-038
R3 120-135 120-104 120-016
R2 120-057 120-057 120-009
R1 120-026 120-026 120-002 120-042
PP 119-299 119-299 119-299 119-307
S1 119-268 119-268 119-308 119-284
S2 119-221 119-221 119-301
S3 119-143 119-190 119-294
S4 119-065 119-112 119-272
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-079 122-248 120-183
R3 122-016 121-185 120-077
R2 120-273 120-273 120-042
R1 120-122 120-122 120-007 120-198
PP 119-210 119-210 119-210 119-247
S1 119-059 119-059 119-257 119-134
S2 118-147 118-147 119-222
S3 117-084 117-316 119-187
S4 116-021 116-253 119-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 119-145 0-215 0.6% 0-133 0.3% 79% False False 400,211
10 120-067 118-297 1-090 1.1% 0-159 0.4% 82% False False 412,994
20 120-160 118-297 1-183 1.3% 0-165 0.4% 67% False False 365,738
40 120-160 117-240 2-240 2.3% 0-130 0.3% 81% False False 186,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 121-022
2.618 120-214
1.618 120-136
1.000 120-088
0.618 120-058
HIGH 120-010
0.618 119-300
0.500 119-291
0.382 119-282
LOW 119-252
0.618 119-204
1.000 119-174
1.618 119-126
2.618 119-048
4.250 118-240
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 119-307 119-296
PP 119-299 119-277
S1 119-291 119-258

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

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