ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 120-157 120-117 -0-040 -0.1% 119-292
High 120-195 120-245 0-050 0.1% 120-250
Low 120-097 120-117 0-020 0.1% 119-252
Close 120-117 120-230 0-113 0.3% 120-117
Range 0-098 0-128 0-030 30.6% 0-318
ATR 0-141 0-140 -0-001 -0.7% 0-000
Volume 350,357 280,065 -70,292 -20.1% 1,974,966
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-261 121-214 120-300
R3 121-133 121-086 120-265
R2 121-005 121-005 120-253
R1 120-278 120-278 120-242 120-302
PP 120-197 120-197 120-197 120-209
S1 120-150 120-150 120-218 120-174
S2 120-069 120-069 120-207
S3 119-261 120-022 120-195
S4 119-133 119-214 120-160
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
5 120-250 119-307 0-263 0.7% 0-127 0.3% 92% False False 396,952
10 120-250 119-145 1-105 1.1% 0-130 0.3% 95% False False 398,581
20 120-250 118-297 1-273 1.5% 0-157 0.4% 97% False False 418,391
40 120-250 118-250 2-000 1.7% 0-132 0.3% 97% False False 236,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-149
2.618 121-260
1.618 121-132
1.000 121-053
0.618 121-004
HIGH 120-245
0.618 120-196
0.500 120-181
0.382 120-166
LOW 120-117
0.618 120-038
1.000 119-309
1.618 119-230
2.618 119-102
4.250 118-213
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 120-214 120-211
PP 120-197 120-192
S1 120-181 120-174

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

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