ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 120-230 120-282 0-052 0.1% 120-140
High 121-000 120-305 -0-015 0.0% 121-070
Low 120-225 120-024 -0-201 -0.5% 120-024
Close 120-270 120-037 -0-233 -0.6% 120-037
Range 0-095 0-281 0-186 195.8% 1-046
ATR 0-148 0-158 0-009 6.4% 0-000
Volume 700,066 748,508 48,442 6.9% 2,908,354
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-005 122-142 120-192
R3 122-044 121-181 120-114
R2 121-083 121-083 120-089
R1 120-220 120-220 120-063 120-171
PP 120-122 120-122 120-122 120-098
S1 119-259 119-259 120-011 119-210
S2 119-161 119-161 119-305
S3 118-200 118-298 119-280
S4 117-239 118-017 119-202
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-288 123-049 120-238
R3 122-242 122-003 120-138
R2 121-196 121-196 120-104
R1 120-277 120-277 120-071 120-214
PP 120-150 120-150 120-150 120-119
S1 119-231 119-231 120-003 119-168
S2 119-104 119-104 119-290
S3 118-058 118-185 119-256
S4 117-012 117-139 119-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-070 120-024 1-046 1.0% 0-165 0.4% 4% False True 581,670
10 121-070 120-024 1-046 1.0% 0-160 0.4% 4% False True 493,159
20 121-070 119-192 1-198 1.3% 0-146 0.4% 32% False False 482,186
40 121-070 117-297 3-093 2.7% 0-136 0.4% 66% False False 465,678
60 121-070 116-110 4-280 4.1% 0-139 0.4% 77% False False 458,823
80 121-070 115-020 6-050 5.1% 0-148 0.4% 82% False False 384,844
100 121-070 113-120 7-270 6.5% 0-126 0.3% 86% False False 307,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 59 trading days
Fibonacci Retracements and Extensions
4.250 124-219
2.618 123-081
1.618 122-120
1.000 121-266
0.618 121-159
HIGH 120-305
0.618 120-198
0.500 120-164
0.382 120-131
LOW 120-024
0.618 119-170
1.000 119-063
1.618 118-209
2.618 117-248
4.250 116-110
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 120-164 120-207
PP 120-122 120-150
S1 120-080 120-094

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

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