ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 119-250 119-240 -0-010 0.0% 119-140
High 119-290 120-020 0-050 0.1% 119-290
Low 119-210 119-160 -0-050 -0.1% 119-040
Close 119-230 119-300 0-070 0.2% 119-200
Range 0-080 0-180 0-100 125.0% 0-250
ATR 0-092 0-098 0-006 6.9% 0-000
Volume 23,892 19,036 -4,856 -20.3% 41,196
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-167 121-093 120-079
R3 120-307 120-233 120-030
R2 120-127 120-127 120-013
R1 120-053 120-053 119-316 120-090
PP 119-267 119-267 119-267 119-285
S1 119-193 119-193 119-284 119-230
S2 119-087 119-087 119-267
S3 118-227 119-013 119-250
S4 118-047 118-153 119-201
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
5 120-020 119-140 0-200 0.5% 0-106 0.3% 80% True False 15,622
10 120-020 119-040 0-300 0.8% 0-092 0.2% 87% True False 10,434
20 120-020 117-240 2-100 1.9% 0-089 0.2% 95% True False 5,614
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 0-023
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-145
2.618 121-171
1.618 120-311
1.000 120-200
0.618 120-131
HIGH 120-020
0.618 119-271
0.500 119-250
0.382 119-229
LOW 119-160
0.618 119-049
1.000 118-300
1.618 118-189
2.618 118-009
4.250 117-035
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 119-283 119-283
PP 119-267 119-267
S1 119-250 119-250

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

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