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

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