ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	120-117	120-217	0-100	0.3%	119-292
High	120-245	121-000	0-075	0.2%	120-250
Low	120-117	120-190	0-073	0.2%	119-252
Close	120-230	120-317	0-087	0.2%	120-117
Range	0-128	0-130	0-002	1.6%	0-318
ATR	0-140	0-140	-0-001	-0.5%	0-000
Volume	280,065	499,875	219,810	78.5%	1,974,966

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-026	121-301	121-068
R3	121-216	121-171	121-033
R2	121-086	121-086	121-021
R1	121-041	121-041	121-009	121-064
PP	120-276	120-276	120-276	120-287
S1	120-231	120-231	120-305	120-254
S2	120-146	120-146	120-293
S3	120-016	120-101	120-281
S4	119-206	119-291	120-246

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-094	122-263	120-292
R3	122-096	121-265	120-204
R2	121-098	121-098	120-175
R1	120-267	120-267	120-146	121-022
PP	120-100	120-100	120-100	120-137
S1	119-269	119-269	120-088	120-024
S2	119-102	119-102	120-059
S3	118-104	118-271	120-030
S4	117-106	117-273	119-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-000	120-097	0-223	0.6%	0-114	0.3%	99%	True	False	403,336
10	121-000	119-175	1-145	1.2%	0-126	0.3%	99%	True	False	403,867
20	121-000	118-297	2-023	1.7%	0-150	0.4%	100%	True	False	418,301
40	121-000	118-270	2-050	1.8%	0-133	0.3%	100%	True	False	248,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-232
2.618	122-020
1.618	121-210
1.000	121-130
0.618	121-080
HIGH	121-000
0.618	120-270
0.500	120-255
0.382	120-240
LOW	120-190
0.618	120-110
1.000	120-060
1.618	119-300
2.618	119-170
4.250	118-278

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	120-296	120-281
PP	120-276	120-245
S1	120-255	120-208

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