ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 119-155 119-277 0-122 0.3% 119-190
High 119-317 120-040 0-043 0.1% 120-067
Low 119-145 119-237 0-092 0.2% 119-005
Close 119-302 119-282 -0-020 -0.1% 119-045
Range 0-172 0-123 -0-049 -28.5% 1-062
ATR 0-156 0-154 -0-002 -1.5% 0-000
Volume 447,018 474,176 27,158 6.1% 1,805,221
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-022 120-275 120-030
R3 120-219 120-152 119-316
R2 120-096 120-096 119-305
R1 120-029 120-029 119-293 120-062
PP 119-293 119-293 119-293 119-310
S1 119-226 119-226 119-271 119-260
S2 119-170 119-170 119-259
S3 119-047 119-103 119-248
S4 118-244 118-300 119-214
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-012 122-090 119-255
R3 121-270 121-028 119-150
R2 120-208 120-208 119-115
R1 119-286 119-286 119-080 119-216
PP 119-146 119-146 119-146 119-110
S1 118-224 118-224 119-010 118-154
S2 118-084 118-084 118-295
S3 117-022 117-162 118-260
S4 115-280 116-100 118-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 118-297 1-063 1.0% 0-172 0.4% 80% True False 429,302
10 120-110 118-297 1-133 1.2% 0-176 0.5% 67% False False 444,471
20 120-160 118-297 1-183 1.3% 0-169 0.4% 61% False False 315,679
40 120-160 117-240 2-240 2.3% 0-123 0.3% 78% False False 159,580
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-243
2.618 121-042
1.618 120-239
1.000 120-163
0.618 120-116
HIGH 120-040
0.618 119-313
0.500 119-298
0.382 119-284
LOW 119-237
0.618 119-161
1.000 119-114
1.618 119-038
2.618 118-235
4.250 118-034
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 119-298 119-244
PP 119-293 119-206
S1 119-288 119-168

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

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