ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	119-277	119-282	0-005	0.0%	119-190
High	120-040	120-022	-0-018	0.0%	120-067
Low	119-237	119-202	-0-035	-0.1%	119-005
Close	119-282	119-247	-0-035	-0.1%	119-045
Range	0-123	0-140	0-017	13.8%	1-062
ATR	0-154	0-153	-0-001	-0.6%	0-000
Volume	474,176	446,151	-28,025	-5.9%	1,805,221

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-044	120-285	120-004
R3	120-224	120-145	119-286
R2	120-084	120-084	119-273
R1	120-005	120-005	119-260	119-294
PP	119-264	119-264	119-264	119-248
S1	119-185	119-185	119-234	119-154
S2	119-124	119-124	119-221
S3	118-304	119-045	119-208
S4	118-164	118-225	119-170

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%	0-152	0.4%	70%	False	False	415,619
10	120-067	118-297	1-090	1.1%	0-169	0.4%	66%	False	False	444,573
20	120-160	118-297	1-183	1.3%	0-172	0.4%	54%	False	False	336,792
40	120-160	117-240	2-240	2.3%	0-126	0.3%	74%	False	False	170,730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-297
2.618	121-069
1.618	120-249
1.000	120-162
0.618	120-109
HIGH	120-022
0.618	119-289
0.500	119-272
0.382	119-255
LOW	119-202
0.618	119-115
1.000	119-062
1.618	118-295
2.618	118-155
4.250	117-247

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	119-272	119-252
PP	119-264	119-251
S1	119-255	119-249

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