ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 118-100 118-092 -0-008 0.0% 118-115
High 118-160 118-152 -0-008 0.0% 118-235
Low 118-087 117-297 -0-110 -0.3% 118-072
Close 118-115 118-017 -0-098 -0.3% 118-097
Range 0-073 0-175 0-102 139.7% 0-163
ATR 0-125 0-129 0-004 2.8% 0-000
Volume 295,159 316,207 21,048 7.1% 1,710,408
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-254 119-150 118-113
R3 119-079 118-295 118-065
R2 118-224 118-224 118-049
R1 118-120 118-120 118-033 118-084
PP 118-049 118-049 118-049 118-031
S1 117-265 117-265 118-001 117-230
S2 117-194 117-194 117-305
S3 117-019 117-090 117-289
S4 116-164 116-235 117-241
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-304 119-203 118-187
R3 119-141 119-040 118-142
R2 118-298 118-298 118-127
R1 118-197 118-197 118-112 118-166
PP 118-135 118-135 118-135 118-119
S1 118-034 118-034 118-082 118-003
S2 117-292 117-292 118-067
S3 117-129 117-191 118-052
S4 116-286 117-028 118-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-235 117-297 0-258 0.7% 0-101 0.3% 16% False True 369,836
10 118-235 117-297 0-258 0.7% 0-112 0.3% 16% False True 435,008
20 118-235 116-235 2-000 1.7% 0-122 0.3% 66% False False 425,142
40 118-235 115-310 2-245 2.3% 0-151 0.4% 75% False False 373,986
60 118-235 113-240 4-315 4.2% 0-129 0.3% 86% False False 250,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 120-256
2.618 119-290
1.618 119-115
1.000 119-007
0.618 118-260
HIGH 118-152
0.618 118-085
0.500 118-064
0.382 118-044
LOW 117-297
0.618 117-189
1.000 117-122
1.618 117-014
2.618 116-159
4.250 115-193
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 118-064 118-068
PP 118-049 118-051
S1 118-033 118-034

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

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