ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 120-172 120-167 -0-005 0.0% 120-095
High 120-225 120-270 0-045 0.1% 120-232
Low 120-142 120-092 -0-050 -0.1% 119-292
Close 120-160 120-235 0-075 0.2% 120-054
Range 0-083 0-178 0-095 114.5% 0-260
ATR 0-136 0-139 0-003 2.2% 0-000
Volume 329,553 433,006 103,453 31.4% 2,225,079
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-093 122-022 121-013
R3 121-235 121-164 120-284
R2 121-057 121-057 120-268
R1 120-306 120-306 120-251 121-022
PP 120-199 120-199 120-199 120-217
S1 120-128 120-128 120-219 120-164
S2 120-021 120-021 120-202
S3 119-163 119-270 120-186
S4 118-305 119-092 120-137
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
5 120-270 120-030 0-240 0.6% 0-130 0.3% 85% True False 380,235
10 120-270 119-287 0-303 0.8% 0-130 0.3% 88% True False 431,438
20 120-270 118-212 2-058 1.8% 0-131 0.3% 95% True False 443,753
40 120-270 117-200 3-070 2.7% 0-128 0.3% 97% True False 455,418
60 120-270 116-020 4-250 4.0% 0-140 0.4% 98% True False 450,044
80 120-270 114-070 6-200 5.5% 0-140 0.4% 98% True False 342,970
100 120-270 112-250 8-020 6.7% 0-115 0.3% 99% True False 274,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-066
2.618 122-096
1.618 121-238
1.000 121-128
0.618 121-060
HIGH 120-270
0.618 120-202
0.500 120-181
0.382 120-160
LOW 120-092
0.618 119-302
1.000 119-234
1.618 119-124
2.618 118-266
4.250 117-296
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 120-217 120-217
PP 120-199 120-199
S1 120-181 120-181

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

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