ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 118-200 118-160 -0-040 -0.1% 117-305
High 118-235 118-182 -0-053 -0.1% 118-190
Low 118-155 118-072 -0-083 -0.2% 117-277
Close 118-177 118-145 -0-032 -0.1% 118-107
Range 0-080 0-110 0-030 37.5% 0-233
ATR 0-136 0-134 -0-002 -1.4% 0-000
Volume 396,494 422,473 25,979 6.6% 2,448,337
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-143 119-094 118-206
R3 119-033 118-304 118-175
R2 118-243 118-243 118-165
R1 118-194 118-194 118-155 118-164
PP 118-133 118-133 118-133 118-118
S1 118-084 118-084 118-135 118-054
S2 118-023 118-023 118-125
S3 117-233 117-294 118-115
S4 117-123 117-184 118-084
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-144 120-038 118-235
R3 119-231 119-125 118-171
R2 118-318 118-318 118-150
R1 118-212 118-212 118-128 118-265
PP 118-085 118-085 118-085 118-111
S1 117-299 117-299 118-086 118-032
S2 117-172 117-172 118-064
S3 116-259 117-066 118-043
S4 116-026 116-153 117-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-235 118-030 0-205 0.5% 0-108 0.3% 56% False False 487,693
10 118-235 117-200 1-035 0.9% 0-118 0.3% 75% False False 479,514
20 118-235 116-200 2-035 1.8% 0-133 0.4% 87% False False 441,169
40 118-235 115-140 3-095 2.8% 0-152 0.4% 91% False False 349,575
60 118-235 113-190 5-045 4.3% 0-126 0.3% 95% False False 233,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-010
2.618 119-150
1.618 119-040
1.000 118-292
0.618 118-250
HIGH 118-182
0.618 118-140
0.500 118-127
0.382 118-114
LOW 118-072
0.618 118-004
1.000 117-282
1.618 117-214
2.618 117-104
4.250 116-244
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 118-139 118-154
PP 118-133 118-151
S1 118-127 118-148

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

View Archives - Comment on this page... - Back to Index of Symbols