ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	120-210	120-050	-0-160	-0.4%	120-102
High	120-222	120-055	-0-167	-0.4%	120-317
Low	120-010	119-290	-0-040	-0.1%	119-290
Close	120-015	120-002	-0-013	0.0%	120-002
Range	0-212	0-085	-0-127	-59.9%	1-027
ATR	0-164	0-159	-0-006	-3.4%	0-000
Volume	25,696	19,435	-6,261	-24.4%	98,515

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-264	120-218	120-049
R3	120-179	120-133	120-025
R2	120-094	120-094	120-018
R1	120-048	120-048	120-010	120-028
PP	120-009	120-009	120-009	119-319
S1	119-283	119-283	119-314	119-264
S2	119-244	119-244	119-306
S3	119-159	119-198	119-299
S4	119-074	119-113	119-275

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-177	122-277	120-193
R3	122-150	121-250	120-097
R2	121-123	121-123	120-066
R1	120-223	120-223	120-034	120-160
PP	120-096	120-096	120-096	120-065
S1	119-196	119-196	119-290	119-132
S2	119-069	119-069	119-258
S3	118-042	118-169	119-227
S4	117-015	117-142	119-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-317	119-290	1-027	0.9%	0-164	0.4%	9%	False	True	28,656
10	121-037	119-290	1-067	1.0%	0-174	0.5%	8%	False	True	167,344
20	121-070	119-290	1-100	1.1%	0-159	0.4%	8%	False	True	309,265
40	121-070	118-212	2-178	2.1%	0-145	0.4%	53%	False	False	388,577
60	121-070	116-235	4-155	3.7%	0-139	0.4%	73%	False	False	407,890
80	121-070	116-020	5-050	4.3%	0-148	0.4%	76%	False	False	395,056
100	121-070	113-240	7-150	6.2%	0-139	0.4%	84%	False	False	317,219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-096
2.618	120-278
1.618	120-193
1.000	120-140
0.618	120-108
HIGH	120-055
0.618	120-023
0.500	120-012
0.382	120-002
LOW	119-290
0.618	119-237
1.000	119-205
1.618	119-152
2.618	119-067
4.250	118-249

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	120-012	120-144
PP	120-009	120-096
S1	120-006	120-049

Download as Excel Spreadsheet

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

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