ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 120-050 119-275 -0-095 -0.2% 120-102
High 120-055 120-132 0-077 0.2% 120-317
Low 119-290 119-267 -0-023 -0.1% 119-290
Close 120-002 120-125 0-123 0.3% 120-002
Range 0-085 0-185 0-100 117.6% 1-027
ATR 0-159 0-161 0-002 1.2% 0-000
Volume 19,435 5,080 -14,355 -73.9% 98,515
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-303 121-239 120-227
R3 121-118 121-054 120-176
R2 120-253 120-253 120-159
R1 120-189 120-189 120-142 120-221
PP 120-068 120-068 120-068 120-084
S1 120-004 120-004 120-108 120-036
S2 119-203 119-203 120-091
S3 119-018 119-139 120-074
S4 118-153 118-274 120-023
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
5 120-317 119-267 1-050 1.0% 0-163 0.4% 48% False True 20,719
10 121-037 119-267 1-090 1.1% 0-165 0.4% 43% False True 93,001
20 121-070 119-267 1-123 1.1% 0-162 0.4% 40% False True 293,080
40 121-070 118-212 2-178 2.1% 0-145 0.4% 68% False False 372,423
60 121-070 116-235 4-155 3.7% 0-139 0.4% 82% False False 401,969
80 121-070 116-020 5-050 4.3% 0-149 0.4% 84% False False 394,878
100 121-070 113-240 7-150 6.2% 0-141 0.4% 89% False False 317,270
120 121-070 112-250 8-140 7.0% 0-119 0.3% 90% False False 264,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-278
2.618 121-296
1.618 121-111
1.000 120-317
0.618 120-246
HIGH 120-132
0.618 120-061
0.500 120-040
0.382 120-018
LOW 119-267
0.618 119-153
1.000 119-082
1.618 118-288
2.618 118-103
4.250 117-121
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 120-096 120-112
PP 120-068 120-098
S1 120-040 120-084

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

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