ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 121-095 121-100 0-005 0.0% 121-207
High 121-210 121-227 0-017 0.0% 121-252
Low 121-080 121-100 0-020 0.1% 121-060
Close 121-105 121-207 0-102 0.3% 121-105
Range 0-130 0-127 -0-003 -2.3% 0-192
ATR 0-120 0-121 0-000 0.4% 0-000
Volume 538,026 344,049 -193,977 -36.1% 1,817,349
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-239 122-190 121-277
R3 122-112 122-063 121-242
R2 121-305 121-305 121-230
R1 121-256 121-256 121-219 121-280
PP 121-178 121-178 121-178 121-190
S1 121-129 121-129 121-195 121-154
S2 121-051 121-051 121-184
S3 120-244 121-002 121-172
S4 120-117 120-195 121-137
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 123-075 122-282 121-211
R3 122-203 122-090 121-158
R2 122-011 122-011 121-140
R1 121-218 121-218 121-123 121-178
PP 121-139 121-139 121-139 121-119
S1 121-026 121-026 121-087 120-306
S2 120-267 120-267 121-070
S3 120-075 120-154 121-052
S4 119-203 119-282 120-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-252 121-060 0-192 0.5% 0-120 0.3% 77% False False 424,135
10 121-257 121-025 0-232 0.6% 0-106 0.3% 78% False False 378,865
20 121-257 119-307 1-270 1.5% 0-113 0.3% 92% False False 398,087
40 121-257 118-297 2-280 2.4% 0-139 0.4% 95% False False 381,912
60 121-257 117-240 4-017 3.3% 0-124 0.3% 96% False False 257,058
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-127
2.618 122-239
1.618 122-112
1.000 122-034
0.618 121-305
HIGH 121-227
0.618 121-178
0.500 121-164
0.382 121-149
LOW 121-100
0.618 121-022
1.000 120-293
1.618 120-215
2.618 120-088
4.250 119-200
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 121-192 121-186
PP 121-178 121-165
S1 121-164 121-144

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

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