ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 119-310 119-300 -0-010 0.0% 119-200
High 120-010 120-050 0-040 0.1% 120-120
Low 119-250 119-120 -0-130 -0.3% 119-100
Close 119-300 119-200 -0-100 -0.3% 119-200
Range 0-080 0-250 0-170 212.5% 1-020
ATR 0-133 0-141 0-008 6.3% 0-000
Volume 510,343 439,161 -71,182 -13.9% 2,253,123
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-020 121-200 120-018
R3 121-090 120-270 119-269
R2 120-160 120-160 119-246
R1 120-020 120-020 119-223 119-285
PP 119-230 119-230 119-230 119-202
S1 119-090 119-090 119-177 119-035
S2 118-300 118-300 119-154
S3 118-050 118-160 119-131
S4 117-120 117-230 119-062
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-307 122-113 120-067
R3 121-287 121-093 119-294
R2 120-267 120-267 119-262
R1 120-073 120-073 119-231 120-050
PP 119-247 119-247 119-247 119-235
S1 119-053 119-053 119-169 119-030
S2 118-227 118-227 119-138
S3 117-207 118-033 119-106
S4 116-187 117-013 119-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-120 119-100 1-020 0.9% 0-182 0.5% 29% False False 450,624
10 120-160 119-100 1-060 1.0% 0-171 0.4% 26% False False 318,482
20 120-160 119-040 1-120 1.1% 0-138 0.4% 36% False False 166,202
40 120-160 117-030 3-130 2.8% 0-096 0.3% 74% False False 83,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-152
2.618 122-064
1.618 121-134
1.000 120-300
0.618 120-204
HIGH 120-050
0.618 119-274
0.500 119-245
0.382 119-216
LOW 119-120
0.618 118-286
1.000 118-190
1.618 118-036
2.618 117-106
4.250 116-018
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 119-245 119-275
PP 119-230 119-250
S1 119-215 119-225

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

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