ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 119-270 120-100 0-150 0.4% 119-210
High 120-130 120-160 0-030 0.1% 120-050
Low 119-270 119-290 0-020 0.1% 119-160
Close 120-080 119-310 -0-090 -0.2% 119-200
Range 0-180 0-190 0-010 5.6% 0-210
ATR 0-110 0-116 0-006 5.2% 0-000
Volume 43,314 138,920 95,606 220.7% 98,029
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-290 121-170 120-094
R3 121-100 120-300 120-042
R2 120-230 120-230 120-025
R1 120-110 120-110 120-007 120-075
PP 120-040 120-040 120-040 120-022
S1 119-240 119-240 119-293 119-205
S2 119-170 119-170 119-275
S3 118-300 119-050 119-258
S4 118-110 118-180 119-206
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
5 120-160 119-160 1-000 0.8% 0-164 0.4% 47% True False 63,511
10 120-160 119-140 1-020 0.9% 0-126 0.3% 50% True False 38,580
20 120-160 118-130 2-030 1.7% 0-102 0.3% 75% True False 20,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 123-008
2.618 122-017
1.618 121-147
1.000 121-030
0.618 120-277
HIGH 120-160
0.618 120-087
0.500 120-065
0.382 120-043
LOW 119-290
0.618 119-173
1.000 119-100
1.618 118-303
2.618 118-113
4.250 117-122
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 120-065 120-015
PP 120-040 120-007
S1 120-015 119-318

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

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