ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 120-267 120-290 0-023 0.1% 120-117
High 120-310 120-312 0-002 0.0% 121-000
Low 120-115 120-202 0-087 0.2% 120-115
Close 120-277 120-290 0-013 0.0% 120-290
Range 0-195 0-110 -0-085 -43.6% 0-205
ATR 0-139 0-137 -0-002 -1.5% 0-000
Volume 561,837 488,977 -72,860 -13.0% 2,192,439
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 121-278 121-234 121-030
R3 121-168 121-124 121-000
R2 121-058 121-058 120-310
R1 121-014 121-014 120-300 121-025
PP 120-268 120-268 120-268 120-274
S1 120-224 120-224 120-280 120-235
S2 120-158 120-158 120-270
S3 120-048 120-114 120-260
S4 119-258 120-004 120-230
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-217 122-138 121-083
R3 122-012 121-253 121-026
R2 121-127 121-127 121-008
R1 121-048 121-048 120-309 121-088
PP 120-242 120-242 120-242 120-261
S1 120-163 120-163 120-271 120-202
S2 120-037 120-037 120-252
S3 119-152 119-278 120-234
S4 118-267 119-073 120-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 120-115 0-205 0.5% 0-125 0.3% 85% False False 438,487
10 121-000 119-252 1-068 1.0% 0-121 0.3% 92% False False 416,740
20 121-000 118-297 2-023 1.7% 0-149 0.4% 95% False False 423,311
40 121-000 118-297 2-023 1.7% 0-138 0.4% 95% False False 283,800
60 121-000 117-030 3-290 3.2% 0-110 0.3% 98% False False 189,341
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 True
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-140
2.618 121-280
1.618 121-170
1.000 121-102
0.618 121-060
HIGH 120-312
0.618 120-270
0.500 120-257
0.382 120-244
LOW 120-202
0.618 120-134
1.000 120-092
1.618 120-024
2.618 119-234
4.250 119-054
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 120-279 120-264
PP 120-268 120-239
S1 120-257 120-214

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

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