ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 119-120 119-210 0-090 0.2% 118-290
High 119-170 119-290 0-120 0.3% 119-180
Low 119-040 119-210 0-170 0.4% 118-250
Close 119-170 119-240 0-070 0.2% 119-150
Range 0-130 0-080 -0-050 -38.5% 0-250
ATR 0-088 0-090 0-002 2.6% 0-000
Volume 4,129 8,365 4,236 102.6% 4,664
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-167 120-123 119-284
R3 120-087 120-043 119-262
R2 120-007 120-007 119-255
R1 119-283 119-283 119-247 119-305
PP 119-247 119-247 119-247 119-258
S1 119-203 119-203 119-233 119-225
S2 119-167 119-167 119-225
S3 119-087 119-123 119-218
S4 119-007 119-043 119-196
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
5 119-290 119-010 0-280 0.7% 0-068 0.2% 82% True False 3,670
10 119-290 118-130 1-160 1.3% 0-078 0.2% 90% True False 2,209
20 119-290 117-200 2-090 1.9% 0-064 0.2% 93% True False 1,275
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-310
2.618 120-179
1.618 120-099
1.000 120-050
0.618 120-019
HIGH 119-290
0.618 119-259
0.500 119-250
0.382 119-241
LOW 119-210
0.618 119-161
1.000 119-130
1.618 119-081
2.618 119-001
4.250 118-190
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 119-250 119-215
PP 119-247 119-190
S1 119-243 119-165

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

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