ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 120-167 120-227 0-060 0.2% 120-137
High 120-270 120-300 0-030 0.1% 120-300
Low 120-092 120-049 -0-043 -0.1% 120-049
Close 120-235 120-055 -0-180 -0.5% 120-055
Range 0-178 0-251 0-073 41.0% 0-251
ATR 0-139 0-147 0-008 5.8% 0-000
Volume 433,006 450,841 17,835 4.1% 2,023,239
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-248 122-082 120-193
R3 121-317 121-151 120-124
R2 121-066 121-066 120-101
R1 120-220 120-220 120-078 120-178
PP 120-135 120-135 120-135 120-113
S1 119-289 119-289 120-032 119-246
S2 119-204 119-204 120-009
S3 118-273 119-038 119-306
S4 118-022 118-107 119-237
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-248 122-082 120-193
R3 121-317 121-151 120-124
R2 121-066 121-066 120-101
R1 120-220 120-220 120-078 120-178
PP 120-135 120-135 120-135 120-113
S1 119-289 119-289 120-032 119-246
S2 119-204 119-204 120-009
S3 118-273 119-038 119-306
S4 118-022 118-107 119-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-300 120-049 0-251 0.7% 0-154 0.4% 2% True True 404,647
10 120-300 119-292 1-008 0.9% 0-138 0.4% 25% True False 424,831
20 120-300 118-212 2-088 1.9% 0-138 0.4% 66% True False 447,538
40 120-300 117-200 3-100 2.8% 0-132 0.3% 77% True False 452,267
60 120-300 116-020 4-280 4.1% 0-140 0.4% 84% True False 451,558
80 120-300 114-070 6-230 5.6% 0-142 0.4% 89% True False 348,592
100 120-300 112-250 8-050 6.8% 0-118 0.3% 91% True False 278,904
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 0-039
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 124-087
2.618 122-317
1.618 122-066
1.000 121-231
0.618 121-135
HIGH 120-300
0.618 120-204
0.500 120-174
0.382 120-145
LOW 120-049
0.618 119-214
1.000 119-118
1.618 118-283
2.618 118-032
4.250 116-262
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 120-174 120-174
PP 120-135 120-135
S1 120-095 120-095

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

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