ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 120-140 120-202 0-062 0.2% 120-137
High 120-210 121-050 0-160 0.4% 120-300
Low 120-120 120-197 0-077 0.2% 120-049
Close 120-185 120-317 0-132 0.3% 120-055
Range 0-090 0-173 0-083 92.2% 0-251
ATR 0-147 0-150 0-003 1.8% 0-000
Volume 283,920 508,522 224,602 79.1% 2,023,239
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-174 122-098 121-092
R3 122-001 121-245 121-045
R2 121-148 121-148 121-029
R1 121-072 121-072 121-013 121-110
PP 120-295 120-295 120-295 120-314
S1 120-219 120-219 120-301 120-257
S2 120-122 120-122 120-285
S3 119-269 120-046 120-269
S4 119-096 119-193 120-222
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
5 121-050 120-049 1-001 0.8% 0-155 0.4% 83% True False 401,168
10 121-050 120-030 1-020 0.9% 0-137 0.4% 84% True False 415,859
20 121-050 118-212 2-158 2.1% 0-140 0.4% 93% True False 453,066
40 121-050 117-297 3-073 2.7% 0-132 0.3% 95% True False 449,618
60 121-050 116-020 5-030 4.2% 0-138 0.4% 97% True False 446,828
80 121-050 114-170 6-200 5.5% 0-144 0.4% 98% True False 358,481
100 121-050 112-250 8-120 6.9% 0-120 0.3% 98% True False 286,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-145
2.618 122-183
1.618 122-010
1.000 121-223
0.618 121-157
HIGH 121-050
0.618 120-304
0.500 120-284
0.382 120-263
LOW 120-197
0.618 120-090
1.000 120-024
1.618 119-237
2.618 119-064
4.250 118-102
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 120-306 120-281
PP 120-295 120-245
S1 120-284 120-210

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

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