ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 120-137 120-257 0-120 0.3% 120-095
High 120-265 120-257 -0-008 0.0% 120-232
Low 120-125 120-137 0-012 0.0% 119-292
Close 120-257 120-177 -0-080 -0.2% 120-054
Range 0-140 0-120 -0-020 -14.3% 0-260
ATR 0-141 0-140 -0-002 -1.1% 0-000
Volume 420,287 389,552 -30,735 -7.3% 2,225,079
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-230 121-164 120-243
R3 121-110 121-044 120-210
R2 120-310 120-310 120-199
R1 120-244 120-244 120-188 120-217
PP 120-190 120-190 120-190 120-177
S1 120-124 120-124 120-166 120-097
S2 120-070 120-070 120-155
S3 119-270 120-004 120-144
S4 119-150 119-204 120-111
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-226 122-080 120-197
R3 121-286 121-140 120-126
R2 121-026 121-026 120-102
R1 120-200 120-200 120-078 120-143
PP 120-086 120-086 120-086 120-058
S1 119-260 119-260 120-030 119-203
S2 119-146 119-146 120-006
S3 118-206 119-000 119-302
S4 117-266 118-060 119-231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-265 120-030 0-235 0.6% 0-118 0.3% 63% False False 430,549
10 120-265 119-212 1-053 1.0% 0-133 0.3% 76% False False 441,096
20 120-265 118-212 2-053 1.8% 0-131 0.3% 87% False False 448,511
40 120-265 117-002 3-263 3.2% 0-129 0.3% 93% False False 458,149
60 120-265 116-020 4-245 4.0% 0-141 0.4% 94% False False 440,944
80 120-265 113-280 6-305 5.8% 0-139 0.4% 96% False False 333,440
100 120-265 112-250 8-015 6.7% 0-112 0.3% 97% False False 266,771
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-127
2.618 121-251
1.618 121-131
1.000 121-057
0.618 121-011
HIGH 120-257
0.618 120-211
0.500 120-197
0.382 120-183
LOW 120-137
0.618 120-063
1.000 120-017
1.618 119-263
2.618 119-143
4.250 118-267
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 120-197 120-167
PP 120-190 120-157
S1 120-184 120-148

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

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