ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 119-210 119-140 -0-070 -0.2% 119-140
High 119-240 119-220 -0-020 -0.1% 119-290
Low 119-150 119-140 -0-010 0.0% 119-040
Close 119-170 119-200 0-030 0.1% 119-200
Range 0-090 0-080 -0-010 -11.1% 0-250
ATR 0-090 0-089 -0-001 -0.8% 0-000
Volume 9,174 15,842 6,668 72.7% 41,196
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-107 120-073 119-244
R3 120-027 119-313 119-222
R2 119-267 119-267 119-215
R1 119-233 119-233 119-207 119-250
PP 119-187 119-187 119-187 119-195
S1 119-153 119-153 119-193 119-170
S2 119-107 119-107 119-185
S3 119-027 119-073 119-178
S4 118-267 118-313 119-156
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-287 121-173 120-018
R3 121-037 120-243 119-269
R2 120-107 120-107 119-246
R1 119-313 119-313 119-223 120-050
PP 119-177 119-177 119-177 119-205
S1 119-063 119-063 119-177 119-120
S2 118-247 118-247 119-154
S3 117-317 118-133 119-131
S4 117-067 117-203 119-062
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% 0-082 0.2% 64% False False 8,239
10 119-290 118-250 1-040 0.9% 0-070 0.2% 75% False False 4,586
20 119-290 117-240 2-050 1.8% 0-068 0.2% 87% False False 2,518
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 True
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-240
2.618 120-109
1.618 120-029
1.000 119-300
0.618 119-269
HIGH 119-220
0.618 119-189
0.500 119-180
0.382 119-171
LOW 119-140
0.618 119-091
1.000 119-060
1.618 119-011
2.618 118-251
4.250 118-120
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 119-193 119-215
PP 119-187 119-210
S1 119-180 119-205

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

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