ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 121-072 121-117 0-045 0.1% 120-117
High 121-187 121-180 -0-007 0.0% 121-000
Low 121-065 121-095 0-030 0.1% 120-115
Close 121-115 121-155 0-040 0.1% 120-290
Range 0-122 0-085 -0-037 -30.3% 0-205
ATR 0-129 0-125 -0-003 -2.4% 0-000
Volume 473,405 365,435 -107,970 -22.8% 2,192,439
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-078 122-042 121-202
R3 121-313 121-277 121-178
R2 121-228 121-228 121-171
R1 121-192 121-192 121-163 121-210
PP 121-143 121-143 121-143 121-152
S1 121-107 121-107 121-147 121-125
S2 121-058 121-058 121-139
S3 120-293 121-022 121-132
S4 120-208 120-257 121-108
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
5 121-187 120-202 0-305 0.8% 0-092 0.2% 90% False False 388,029
10 121-187 120-097 1-090 1.1% 0-107 0.3% 92% False False 399,396
20 121-187 118-297 2-210 2.2% 0-123 0.3% 96% False False 403,005
40 121-187 118-297 2-210 2.2% 0-140 0.4% 96% False False 319,653
60 121-187 117-200 3-307 3.3% 0-114 0.3% 97% False False 213,527
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-221
2.618 122-083
1.618 121-318
1.000 121-265
0.618 121-233
HIGH 121-180
0.618 121-148
0.500 121-138
0.382 121-127
LOW 121-095
0.618 121-042
1.000 121-010
1.618 120-277
2.618 120-192
4.250 120-054
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 121-149 121-139
PP 121-143 121-122
S1 121-138 121-106

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

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