ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 120-165 120-157 -0-008 0.0% 119-292
High 120-250 120-195 -0-055 -0.1% 120-250
Low 120-132 120-097 -0-035 -0.1% 119-252
Close 120-152 120-117 -0-035 -0.1% 120-117
Range 0-118 0-098 -0-020 -16.9% 0-318
ATR 0-145 0-141 -0-003 -2.3% 0-000
Volume 408,721 350,357 -58,364 -14.3% 1,974,966
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-110 121-052 120-171
R3 121-012 120-274 120-144
R2 120-234 120-234 120-135
R1 120-176 120-176 120-126 120-156
PP 120-136 120-136 120-136 120-126
S1 120-078 120-078 120-108 120-058
S2 120-038 120-038 120-099
S3 119-260 119-300 120-090
S4 119-162 119-202 120-063
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-094 122-263 120-292
R3 122-096 121-265 120-204
R2 121-098 121-098 120-175
R1 120-267 120-267 120-146 121-022
PP 120-100 120-100 120-100 120-137
S1 119-269 119-269 120-088 120-024
S2 119-102 119-102 120-059
S3 118-104 118-271 120-030
S4 117-106 117-273 119-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-252 0-318 0.8% 0-117 0.3% 58% False False 394,993
10 120-250 118-297 1-273 1.5% 0-139 0.4% 78% False False 402,941
20 120-250 118-297 1-273 1.5% 0-162 0.4% 78% False False 425,918
40 120-250 118-140 2-110 1.9% 0-133 0.3% 82% False False 229,088
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-292
2.618 121-132
1.618 121-034
1.000 120-293
0.618 120-256
HIGH 120-195
0.618 120-158
0.500 120-146
0.382 120-134
LOW 120-097
0.618 120-036
1.000 119-319
1.618 119-258
2.618 119-160
4.250 119-000
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 120-146 120-174
PP 120-136 120-155
S1 120-127 120-136

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

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