ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 119-010 119-150 0-140 0.4% 118-290
High 119-050 119-180 0-130 0.3% 119-180
Low 119-010 119-120 0-110 0.3% 118-250
Close 119-040 119-150 0-110 0.3% 119-150
Range 0-040 0-060 0-020 50.0% 0-250
ATR 0-084 0-088 0-004 4.8% 0-000
Volume 1,294 877 -417 -32.2% 4,664
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-010 119-300 119-183
R3 119-270 119-240 119-166
R2 119-210 119-210 119-161
R1 119-180 119-180 119-156 119-180
PP 119-150 119-150 119-150 119-150
S1 119-120 119-120 119-144 119-120
S2 119-090 119-090 119-139
S3 119-030 119-060 119-134
S4 118-290 119-000 119-117
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-197 121-103 119-288
R3 120-267 120-173 119-219
R2 120-017 120-017 119-196
R1 119-243 119-243 119-173 119-290
PP 119-087 119-087 119-087 119-110
S1 118-313 118-313 119-127 119-040
S2 118-157 118-157 119-104
S3 117-227 118-063 119-081
S4 116-297 117-133 119-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-180 118-250 0-250 0.7% 0-058 0.2% 88% True False 932
10 119-180 117-240 1-260 1.5% 0-085 0.2% 95% True False 775
20 119-180 117-030 2-150 2.1% 0-056 0.1% 96% True False 468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-115
2.618 120-017
1.618 119-277
1.000 119-240
0.618 119-217
HIGH 119-180
0.618 119-157
0.500 119-150
0.382 119-143
LOW 119-120
0.618 119-083
1.000 119-060
1.618 119-023
2.618 118-283
4.250 118-185
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 119-150 119-122
PP 119-150 119-093
S1 119-150 119-065

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

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