ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 118-130 118-140 0-010 0.0% 118-020
High 118-200 119-000 0-120 0.3% 119-000
Low 118-130 118-140 0-010 0.0% 117-240
Close 118-150 118-310 0-160 0.4% 118-310
Range 0-070 0-180 0-110 157.1% 1-080
ATR 0-067 0-075 0-008 12.2% 0-000
Volume 1,084 168 -916 -84.5% 3,086
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-157 120-093 119-089
R3 119-297 119-233 119-040
R2 119-117 119-117 119-023
R1 119-053 119-053 119-006 119-085
PP 118-257 118-257 118-257 118-272
S1 118-193 118-193 118-294 118-225
S2 118-077 118-077 118-277
S3 117-217 118-013 118-260
S4 117-037 117-153 118-211
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-103 121-287 119-210
R3 121-023 120-207 119-100
R2 119-263 119-263 119-063
R1 119-127 119-127 119-027 119-195
PP 118-183 118-183 118-183 118-218
S1 118-047 118-047 118-273 118-115
S2 117-103 117-103 118-237
S3 116-023 116-287 118-200
S4 114-263 115-207 118-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-240 1-080 1.1% 0-112 0.3% 98% True False 617
10 119-000 117-240 1-080 1.1% 0-067 0.2% 98% True False 450
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 0-000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 121-125
2.618 120-151
1.618 119-291
1.000 119-180
0.618 119-111
HIGH 119-000
0.618 118-251
0.500 118-230
0.382 118-209
LOW 118-140
0.618 118-029
1.000 117-280
1.618 117-169
2.618 116-309
4.250 116-015
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 118-283 118-247
PP 118-257 118-183
S1 118-230 118-120

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

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