ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 119-150 119-140 -0-010 0.0% 118-290
High 119-180 119-140 -0-040 -0.1% 119-180
Low 119-120 119-110 -0-010 0.0% 118-250
Close 119-150 119-120 -0-030 -0.1% 119-150
Range 0-060 0-030 -0-030 -50.0% 0-250
ATR 0-088 0-084 -0-003 -3.9% 0-000
Volume 877 3,686 2,809 320.3% 4,664
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 119-213 119-197 119-136
R3 119-183 119-167 119-128
R2 119-153 119-153 119-126
R1 119-137 119-137 119-123 119-130
PP 119-123 119-123 119-123 119-120
S1 119-107 119-107 119-117 119-100
S2 119-093 119-093 119-114
S3 119-063 119-077 119-112
S4 119-033 119-047 119-104
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
5 119-180 118-270 0-230 0.6% 0-052 0.1% 74% False False 1,325
10 119-180 117-240 1-260 1.5% 0-083 0.2% 90% False False 1,122
20 119-180 117-030 2-150 2.1% 0-057 0.1% 92% False False 652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 119-268
2.618 119-219
1.618 119-189
1.000 119-170
0.618 119-159
HIGH 119-140
0.618 119-129
0.500 119-125
0.382 119-121
LOW 119-110
0.618 119-091
1.000 119-080
1.618 119-061
2.618 119-031
4.250 118-302
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 119-125 119-112
PP 119-123 119-103
S1 119-122 119-095

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

View Archives - Comment on this page... - Back to Index of Symbols