ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 119-140 119-120 -0-020 -0.1% 118-290
High 119-140 119-170 0-030 0.1% 119-180
Low 119-110 119-040 -0-070 -0.2% 118-250
Close 119-120 119-170 0-050 0.1% 119-150
Range 0-030 0-130 0-100 333.3% 0-250
ATR 0-084 0-088 0-003 3.9% 0-000
Volume 3,686 4,129 443 12.0% 4,664
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-197 120-153 119-242
R3 120-067 120-023 119-206
R2 119-257 119-257 119-194
R1 119-213 119-213 119-182 119-235
PP 119-127 119-127 119-127 119-138
S1 119-083 119-083 119-158 119-105
S2 118-317 118-317 119-146
S3 118-187 118-273 119-134
S4 118-057 118-143 119-098
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% 0-064 0.2% 96% False False 2,121
10 119-180 117-240 1-260 1.5% 0-084 0.2% 98% False False 1,500
20 119-180 117-030 2-150 2.1% 0-061 0.2% 99% False False 857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-082
2.618 120-190
1.618 120-060
1.000 119-300
0.618 119-250
HIGH 119-170
0.618 119-120
0.500 119-105
0.382 119-090
LOW 119-040
0.618 118-280
1.000 118-230
1.618 118-150
2.618 118-020
4.250 117-128
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 119-148 119-150
PP 119-127 119-130
S1 119-105 119-110

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

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