ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 120-172 120-165 -0-007 0.0% 119-040
High 120-235 120-250 0-015 0.0% 120-040
Low 120-140 120-132 -0-008 0.0% 118-297
Close 120-160 120-152 -0-008 0.0% 119-292
Range 0-095 0-118 0-023 24.2% 1-063
ATR 0-147 0-145 -0-002 -1.4% 0-000
Volume 477,666 408,721 -68,945 -14.4% 2,054,452
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-212 121-140 120-217
R3 121-094 121-022 120-184
R2 120-296 120-296 120-174
R1 120-224 120-224 120-163 120-201
PP 120-178 120-178 120-178 120-166
S1 120-106 120-106 120-141 120-083
S2 120-060 120-060 120-130
S3 119-262 119-308 120-120
S4 119-144 119-190 120-087
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
5 120-250 119-175 1-075 1.0% 0-128 0.3% 75% True False 397,610
10 120-250 118-297 1-273 1.5% 0-140 0.4% 83% True False 406,614
20 120-250 118-297 1-273 1.5% 0-162 0.4% 83% True False 420,317
40 120-250 118-130 2-120 2.0% 0-132 0.3% 87% True False 220,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-112
2.618 121-239
1.618 121-121
1.000 121-048
0.618 121-003
HIGH 120-250
0.618 120-205
0.500 120-191
0.382 120-177
LOW 120-132
0.618 120-059
1.000 120-014
1.618 119-261
2.618 119-143
4.250 118-270
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 120-191 120-141
PP 120-178 120-130
S1 120-165 120-118

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

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