ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 120-000 120-172 0-172 0.4% 119-040
High 120-182 120-235 0-053 0.1% 120-040
Low 119-307 120-140 0-153 0.4% 118-297
Close 120-172 120-160 -0-012 0.0% 119-292
Range 0-195 0-095 -0-100 -51.3% 1-063
ATR 0-151 0-147 -0-004 -2.6% 0-000
Volume 467,952 477,666 9,714 2.1% 2,054,452
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-143 121-087 120-212
R3 121-048 120-312 120-186
R2 120-273 120-273 120-177
R1 120-217 120-217 120-169 120-198
PP 120-178 120-178 120-178 120-169
S1 120-122 120-122 120-151 120-102
S2 120-083 120-083 120-143
S3 119-308 120-027 120-134
S4 119-213 119-252 120-108
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
5 120-235 119-175 1-060 1.0% 0-132 0.3% 80% True False 405,096
10 120-235 118-297 1-258 1.5% 0-152 0.4% 87% True False 417,199
20 120-235 118-297 1-258 1.5% 0-166 0.4% 87% True False 406,827
40 120-235 117-240 2-315 2.5% 0-133 0.3% 92% True False 210,170
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-319
2.618 121-164
1.618 121-069
1.000 121-010
0.618 120-294
HIGH 120-235
0.618 120-199
0.500 120-188
0.382 120-176
LOW 120-140
0.618 120-081
1.000 120-045
1.618 119-306
2.618 119-211
4.250 119-056
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 120-188 120-134
PP 120-178 120-109
S1 120-169 120-084

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

View Archives - Comment on this page... - Back to Index of Symbols