ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 117-240 118-130 0-210 0.6% 118-040
High 118-060 118-200 0-140 0.4% 118-110
Low 117-240 118-130 0-210 0.6% 118-020
Close 118-070 118-150 0-080 0.2% 118-020
Range 0-140 0-070 -0-070 -50.0% 0-090
ATR 0-062 0-067 0-005 7.9% 0-000
Volume 1,271 1,084 -187 -14.7% 1,421
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-050 119-010 118-188
R3 118-300 118-260 118-169
R2 118-230 118-230 118-163
R1 118-190 118-190 118-156 118-210
PP 118-160 118-160 118-160 118-170
S1 118-120 118-120 118-144 118-140
S2 118-090 118-090 118-137
S3 118-020 118-050 118-131
S4 117-270 117-300 118-112
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-000 118-260 118-070
R3 118-230 118-170 118-045
R2 118-140 118-140 118-036
R1 118-080 118-080 118-028 118-065
PP 118-050 118-050 118-050 118-042
S1 117-310 117-310 118-012 117-295
S2 117-280 117-280 118-004
S3 117-190 117-220 117-315
S4 117-100 117-130 117-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-200 117-240 0-280 0.7% 0-090 0.2% 82% True False 800
10 118-200 117-240 0-280 0.7% 0-049 0.1% 82% True False 438
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-178
2.618 119-063
1.618 118-313
1.000 118-270
0.618 118-243
HIGH 118-200
0.618 118-173
0.500 118-165
0.382 118-157
LOW 118-130
0.618 118-087
1.000 118-060
1.618 118-017
2.618 117-267
4.250 117-152
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 118-165 118-120
PP 118-160 118-090
S1 118-155 118-060

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

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