ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 119-300 119-210 -0-090 -0.2% 119-210
High 120-050 119-280 -0-090 -0.2% 120-050
Low 119-190 119-190 0-000 0.0% 119-160
Close 119-200 119-250 0-050 0.1% 119-200
Range 0-180 0-090 -0-090 -50.0% 0-210
ATR 0-104 0-103 -0-001 -1.0% 0-000
Volume 35,759 80,530 44,771 125.2% 98,029
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-190 120-150 119-300
R3 120-100 120-060 119-275
R2 120-010 120-010 119-266
R1 119-290 119-290 119-258 119-310
PP 119-240 119-240 119-240 119-250
S1 119-200 119-200 119-242 119-220
S2 119-150 119-150 119-234
S3 119-060 119-110 119-225
S4 118-290 119-020 119-200
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-233 121-107 119-316
R3 121-023 120-217 119-258
R2 120-133 120-133 119-238
R1 120-007 120-007 119-219 119-285
PP 119-243 119-243 119-243 119-222
S1 119-117 119-117 119-181 119-075
S2 119-033 119-033 119-162
S3 118-143 118-227 119-142
S4 117-253 118-017 119-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 119-160 0-210 0.5% 0-124 0.3% 43% False False 34,463
10 120-050 119-040 1-010 0.9% 0-110 0.3% 64% False False 21,606
20 120-050 117-240 2-130 2.0% 0-096 0.3% 84% False False 11,364
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 0-029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-022
2.618 120-196
1.618 120-106
1.000 120-050
0.618 120-016
HIGH 119-280
0.618 119-246
0.500 119-235
0.382 119-224
LOW 119-190
0.618 119-134
1.000 119-100
1.618 119-044
2.618 118-274
4.250 118-128
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 119-245 119-265
PP 119-240 119-260
S1 119-235 119-255

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

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