ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 121-027 120-235 -0-112 -0.3% 120-140
High 121-027 120-260 -0-087 -0.2% 121-070
Low 120-150 120-180 0-030 0.1% 120-024
Close 120-232 120-222 -0-010 0.0% 120-037
Range 0-197 0-080 -0-117 -59.4% 1-046
ATR 0-163 0-157 -0-006 -3.6% 0-000
Volume 94,495 62,494 -32,001 -33.9% 2,908,354
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-141 121-101 120-266
R3 121-061 121-021 120-244
R2 120-301 120-301 120-237
R1 120-261 120-261 120-229 120-241
PP 120-221 120-221 120-221 120-210
S1 120-181 120-181 120-215 120-161
S2 120-141 120-141 120-207
S3 120-061 120-101 120-200
S4 119-301 120-021 120-178
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-288 123-049 120-238
R3 122-242 122-003 120-138
R2 121-196 121-196 120-104
R1 120-277 120-277 120-071 120-214
PP 120-150 120-150 120-150 120-119
S1 119-231 119-231 120-003 119-168
S2 119-104 119-104 119-290
S3 118-058 118-185 119-256
S4 117-012 117-139 119-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-037 120-020 1-017 0.9% 0-185 0.5% 60% False False 306,032
10 121-070 120-020 1-050 1.0% 0-172 0.4% 55% False False 414,084
20 121-070 119-287 1-103 1.1% 0-151 0.4% 60% False False 422,761
40 121-070 117-297 3-093 2.7% 0-142 0.4% 84% False False 439,060
60 121-070 116-200 4-190 3.8% 0-139 0.4% 89% False False 439,763
80 121-070 115-140 5-250 4.8% 0-147 0.4% 91% False False 394,317
100 121-070 113-190 7-200 6.3% 0-132 0.3% 93% False False 315,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 121-280
2.618 121-149
1.618 121-069
1.000 121-020
0.618 120-309
HIGH 120-260
0.618 120-229
0.500 120-220
0.382 120-211
LOW 120-180
0.618 120-131
1.000 120-100
1.618 120-051
2.618 119-291
4.250 119-160
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 120-221 120-254
PP 120-221 120-243
S1 120-220 120-232

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

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