ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 119-300 119-250 -0-050 -0.1% 119-140
High 119-300 119-290 -0-010 0.0% 119-290
Low 119-210 119-210 0-000 0.0% 119-040
Close 119-240 119-230 -0-010 0.0% 119-200
Range 0-090 0-080 -0-010 -11.1% 0-250
ATR 0-093 0-092 -0-001 -1.0% 0-000
Volume 13,100 23,892 10,792 82.4% 41,196
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-163 120-117 119-274
R3 120-083 120-037 119-252
R2 120-003 120-003 119-245
R1 119-277 119-277 119-237 119-260
PP 119-243 119-243 119-243 119-235
S1 119-197 119-197 119-223 119-180
S2 119-163 119-163 119-215
S3 119-083 119-117 119-208
S4 119-003 119-037 119-186
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
5 119-310 119-140 0-170 0.4% 0-088 0.2% 53% False False 13,650
10 119-310 119-010 0-300 0.8% 0-078 0.2% 73% False False 8,660
20 119-310 117-240 2-070 1.9% 0-080 0.2% 89% False False 4,668
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 0-015
Narrowest range in 3 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 18-Aug-2010
Pivot 1 day 3 day
R1 119-250 119-260
PP 119-243 119-250
S1 119-237 119-240

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

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