ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 119-060 119-000 -0-060 -0.2% 118-020
High 119-100 119-010 -0-090 -0.2% 119-000
Low 119-030 118-270 -0-080 -0.2% 117-240
Close 119-070 118-290 -0-100 -0.3% 118-310
Range 0-070 0-060 -0-010 -14.3% 1-080
ATR 0-081 0-084 0-003 3.4% 0-000
Volume 149 621 472 316.8% 3,086
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 119-157 119-123 119-003
R3 119-097 119-063 118-306
R2 119-037 119-037 118-301
R1 119-003 119-003 118-296 118-310
PP 118-297 118-297 118-297 118-290
S1 118-263 118-263 118-284 118-250
S2 118-237 118-237 118-279
S3 118-177 118-203 118-274
S4 118-117 118-143 118-257
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
5 119-100 118-130 0-290 0.8% 0-088 0.2% 55% False False 749
10 119-100 117-240 1-180 1.3% 0-082 0.2% 74% False False 676
20 119-100 117-030 2-070 1.9% 0-051 0.1% 82% False False 363
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-265
2.618 119-167
1.618 119-107
1.000 119-070
0.618 119-047
HIGH 119-010
0.618 118-307
0.500 118-300
0.382 118-293
LOW 118-270
0.618 118-233
1.000 118-210
1.618 118-173
2.618 118-113
4.250 118-015
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 118-300 119-015
PP 118-297 119-000
S1 118-293 118-305

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

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