ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 119-210 119-210 0-000 0.0% 118-290
High 119-290 119-240 -0-050 -0.1% 119-180
Low 119-210 119-150 -0-060 -0.2% 118-250
Close 119-240 119-170 -0-070 -0.2% 119-150
Range 0-080 0-090 0-010 12.5% 0-250
ATR 0-090 0-090 0-000 0.0% 0-000
Volume 8,365 9,174 809 9.7% 4,664
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-137 120-083 119-220
R3 120-047 119-313 119-195
R2 119-277 119-277 119-186
R1 119-223 119-223 119-178 119-205
PP 119-187 119-187 119-187 119-178
S1 119-133 119-133 119-162 119-115
S2 119-097 119-097 119-154
S3 119-007 119-043 119-145
S4 118-237 118-273 119-120
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
5 119-290 119-040 0-250 0.7% 0-078 0.2% 52% False False 5,246
10 119-290 118-140 1-150 1.2% 0-080 0.2% 74% False False 3,018
20 119-290 117-240 2-050 1.8% 0-064 0.2% 83% False False 1,728
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-302
2.618 120-156
1.618 120-066
1.000 120-010
0.618 119-296
HIGH 119-240
0.618 119-206
0.500 119-195
0.382 119-184
LOW 119-150
0.618 119-094
1.000 119-060
1.618 119-004
2.618 118-234
4.250 118-088
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 119-195 119-168
PP 119-187 119-167
S1 119-178 119-165

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

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