ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 121-240 121-195 -0-045 -0.1% 121-100
High 121-247 121-222 -0-025 -0.1% 121-277
Low 121-182 121-160 -0-022 -0.1% 121-100
Close 121-210 121-187 -0-023 -0.1% 121-187
Range 0-065 0-062 -0-003 -4.6% 0-177
ATR 0-115 0-112 -0-004 -3.3% 0-000
Volume 391,464 310,295 -81,169 -20.7% 1,861,729
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-056 122-023 121-221
R3 121-314 121-281 121-204
R2 121-252 121-252 121-198
R1 121-219 121-219 121-193 121-204
PP 121-190 121-190 121-190 121-182
S1 121-157 121-157 121-181 121-142
S2 121-128 121-128 121-176
S3 121-066 121-095 121-170
S4 121-004 121-033 121-153
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 123-079 122-310 121-284
R3 122-222 122-133 121-236
R2 122-045 122-045 121-219
R1 121-276 121-276 121-203 122-000
PP 121-188 121-188 121-188 121-210
S1 121-099 121-099 121-171 121-144
S2 121-011 121-011 121-155
S3 120-154 120-242 121-138
S4 119-297 120-065 121-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-277 121-100 0-177 0.5% 0-094 0.2% 49% False False 372,345
10 121-277 121-060 0-217 0.6% 0-098 0.3% 59% False False 367,907
20 121-277 120-115 1-162 1.2% 0-105 0.3% 81% False False 388,736
40 121-277 118-297 2-300 2.4% 0-134 0.3% 90% False False 407,327
60 121-277 118-140 3-137 2.8% 0-124 0.3% 92% False False 282,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-166
2.618 122-064
1.618 122-002
1.000 121-284
0.618 121-260
HIGH 121-222
0.618 121-198
0.500 121-191
0.382 121-184
LOW 121-160
0.618 121-122
1.000 121-098
1.618 121-060
2.618 120-318
4.250 120-216
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 121-191 121-218
PP 121-190 121-208
S1 121-188 121-198

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

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