ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 120-282 120-092 -0-190 -0.5% 120-140
High 120-305 120-280 -0-025 -0.1% 121-070
Low 120-024 120-020 -0-004 0.0% 120-024
Close 120-037 120-255 0-218 0.6% 120-037
Range 0-281 0-260 -0-021 -7.5% 1-046
ATR 0-158 0-165 0-007 4.6% 0-000
Volume 748,508 425,651 -322,857 -43.1% 2,908,354
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-005 122-230 121-078
R3 122-065 121-290 121-006
R2 121-125 121-125 120-303
R1 121-030 121-030 120-279 121-078
PP 120-185 120-185 120-185 120-209
S1 120-090 120-090 120-231 120-138
S2 119-245 119-245 120-207
S3 118-305 119-150 120-184
S4 118-045 118-210 120-112
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
5 121-070 120-020 1-050 1.0% 0-199 0.5% 64% False True 610,017
10 121-070 120-020 1-050 1.0% 0-172 0.4% 64% False True 493,695
20 121-070 119-200 1-190 1.3% 0-155 0.4% 74% False False 469,870
40 121-070 117-297 3-093 2.7% 0-140 0.4% 87% False False 462,449
60 121-070 116-200 4-190 3.8% 0-138 0.4% 91% False False 458,034
80 121-070 115-020 6-050 5.1% 0-148 0.4% 93% False False 390,124
100 121-070 113-120 7-270 6.5% 0-128 0.3% 95% False False 312,235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-105
2.618 123-001
1.618 122-061
1.000 121-220
0.618 121-121
HIGH 120-280
0.618 120-181
0.500 120-150
0.382 120-119
LOW 120-020
0.618 119-179
1.000 119-080
1.618 118-239
2.618 117-299
4.250 116-195
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 120-220 120-227
PP 120-185 120-198
S1 120-150 120-170

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

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