ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	120-172	120-165	-0-007	0.0%	119-040
High	120-235	120-250	0-015	0.0%	120-040
Low	120-140	120-132	-0-008	0.0%	118-297
Close	120-160	120-152	-0-008	0.0%	119-292
Range	0-095	0-118	0-023	24.2%	1-063
ATR	0-147	0-145	-0-002	-1.4%	0-000
Volume	477,666	408,721	-68,945	-14.4%	2,054,452

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-212	121-140	120-217
R3	121-094	121-022	120-184
R2	120-296	120-296	120-174
R1	120-224	120-224	120-163	120-201
PP	120-178	120-178	120-178	120-166
S1	120-106	120-106	120-141	120-083
S2	120-060	120-060	120-130
S3	119-262	119-308	120-120
S4	119-144	119-190	120-087

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-079	122-248	120-183
R3	122-016	121-185	120-077
R2	120-273	120-273	120-042
R1	120-122	120-122	120-007	120-198
PP	119-210	119-210	119-210	119-247
S1	119-059	119-059	119-257	119-134
S2	118-147	118-147	119-222
S3	117-084	117-316	119-187
S4	116-021	116-253	119-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	119-175	1-075	1.0%	0-128	0.3%	75%	True	False	397,610
10	120-250	118-297	1-273	1.5%	0-140	0.4%	83%	True	False	406,614
20	120-250	118-297	1-273	1.5%	0-162	0.4%	83%	True	False	420,317
40	120-250	118-130	2-120	2.0%	0-132	0.3%	87%	True	False	220,356

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-112
2.618	121-239
1.618	121-121
1.000	121-048
0.618	121-003
HIGH	120-250
0.618	120-205
0.500	120-191
0.382	120-177
LOW	120-132
0.618	120-059
1.000	120-014
1.618	119-261
2.618	119-143
4.250	118-270

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	120-191	120-141
PP	120-178	120-130
S1	120-165	120-118

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