ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 117-010 116-280 -0-050 -0.1% 116-100
High 117-160 117-060 -0-100 -0.3% 117-160
Low 116-270 116-260 -0-010 0.0% 115-310
Close 117-000 116-290 -0-030 -0.1% 117-000
Range 0-210 0-120 -0-090 -42.9% 1-170
ATR 0-147 0-145 -0-002 -1.3% 0-000
Volume 52,114 57,400 5,286 10.1% 131,567
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 118-030 117-280 117-036
R3 117-230 117-160 117-003
R2 117-110 117-110 116-312
R1 117-040 117-040 116-301 117-075
PP 116-310 116-310 116-310 117-008
S1 116-240 116-240 116-279 116-275
S2 116-190 116-190 116-268
S3 116-070 116-120 116-257
S4 115-270 116-000 116-224
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 121-133 120-237 117-270
R3 119-283 119-067 117-135
R2 118-113 118-113 117-090
R1 117-217 117-217 117-045 118-005
PP 116-263 116-263 116-263 116-318
S1 116-047 116-047 116-275 116-155
S2 115-093 115-093 116-230
S3 113-243 114-197 116-185
S4 112-073 113-027 116-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-160 115-310 1-170 1.3% 0-186 0.5% 61% False False 33,130
10 117-160 115-140 2-020 1.8% 0-153 0.4% 71% False False 25,197
20 117-160 114-040 3-120 2.9% 0-137 0.4% 82% False False 13,795
40 117-160 112-250 4-230 4.0% 0-072 0.2% 87% False False 6,945
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-250
2.618 118-054
1.618 117-254
1.000 117-180
0.618 117-134
HIGH 117-060
0.618 117-014
0.500 117-000
0.382 116-306
LOW 116-260
0.618 116-186
1.000 116-140
1.618 116-066
2.618 115-266
4.250 115-070
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 117-000 116-300
PP 116-310 116-297
S1 116-300 116-293

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

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