ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 121-030 121-072 0-042 0.1% 120-117
High 121-087 121-187 0-100 0.3% 121-000
Low 121-025 121-065 0-040 0.1% 120-115
Close 121-060 121-115 0-055 0.1% 120-290
Range 0-062 0-122 0-060 96.8% 0-205
ATR 0-129 0-129 0-000 -0.1% 0-000
Volume 336,377 473,405 137,028 40.7% 2,192,439
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-168 122-104 121-182
R3 122-046 121-302 121-149
R2 121-244 121-244 121-137
R1 121-180 121-180 121-126 121-212
PP 121-122 121-122 121-122 121-138
S1 121-058 121-058 121-104 121-090
S2 121-000 121-000 121-093
S3 120-198 120-256 121-081
S4 120-076 120-134 121-048
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-217 122-138 121-083
R3 122-012 121-253 121-026
R2 121-127 121-127 121-008
R1 121-048 121-048 120-309 121-088
PP 120-242 120-242 120-242 120-261
S1 120-163 120-163 120-271 120-202
S2 120-037 120-037 120-252
S3 119-152 119-278 120-234
S4 118-267 119-073 120-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-187 120-115 1-072 1.0% 0-114 0.3% 82% True False 427,310
10 121-187 120-097 1-090 1.1% 0-110 0.3% 82% True False 403,725
20 121-187 118-297 2-210 2.2% 0-131 0.3% 92% True False 410,462
40 121-187 118-297 2-210 2.2% 0-139 0.4% 92% True False 310,726
60 121-187 117-030 4-157 3.7% 0-113 0.3% 95% True False 207,436
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-066
2.618 122-186
1.618 122-064
1.000 121-309
0.618 121-262
HIGH 121-187
0.618 121-140
0.500 121-126
0.382 121-112
LOW 121-065
0.618 120-310
1.000 120-263
1.618 120-188
2.618 120-066
4.250 119-186
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 121-126 121-105
PP 121-122 121-096
S1 121-119 121-086

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

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