ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 120-217 120-305 0-088 0.2% 119-292
High 121-000 120-310 -0-010 0.0% 120-250
Low 120-190 120-250 0-060 0.2% 119-252
Close 120-317 120-262 -0-055 -0.1% 120-117
Range 0-130 0-060 -0-070 -53.8% 0-318
ATR 0-140 0-135 -0-005 -3.7% 0-000
Volume 499,875 361,685 -138,190 -27.6% 1,974,966
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-134 121-098 120-295
R3 121-074 121-038 120-278
R2 121-014 121-014 120-273
R1 120-298 120-298 120-268 120-286
PP 120-274 120-274 120-274 120-268
S1 120-238 120-238 120-256 120-226
S2 120-214 120-214 120-251
S3 120-154 120-178 120-246
S4 120-094 120-118 120-229
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% 0-107 0.3% 74% False False 380,140
10 121-000 119-175 1-145 1.2% 0-119 0.3% 88% False False 392,618
20 121-000 118-297 2-023 1.7% 0-148 0.4% 91% False False 418,544
40 121-000 118-270 2-050 1.8% 0-133 0.3% 92% False False 257,577
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 121-245
2.618 121-147
1.618 121-087
1.000 121-050
0.618 121-027
HIGH 120-310
0.618 120-287
0.500 120-280
0.382 120-273
LOW 120-250
0.618 120-213
1.000 120-190
1.618 120-153
2.618 120-093
4.250 119-315
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 120-280 120-248
PP 120-274 120-233
S1 120-268 120-218

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

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