ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 120-100 120-020 -0-080 -0.2% 119-210
High 120-160 120-080 -0-080 -0.2% 120-050
Low 119-290 119-300 0-010 0.0% 119-160
Close 119-310 120-030 0-040 0.1% 119-200
Range 0-190 0-100 -0-090 -47.4% 0-210
ATR 0-116 0-115 -0-001 -1.0% 0-000
Volume 138,920 238,334 99,414 71.6% 98,029
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-010 120-280 120-085
R3 120-230 120-180 120-058
R2 120-130 120-130 120-048
R1 120-080 120-080 120-039 120-105
PP 120-030 120-030 120-030 120-042
S1 119-300 119-300 120-021 120-005
S2 119-250 119-250 120-012
S3 119-150 119-200 120-002
S4 119-050 119-100 119-295
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
5 120-160 119-190 0-290 0.8% 0-148 0.4% 55% False False 107,371
10 120-160 119-140 1-020 0.9% 0-127 0.3% 62% False False 61,496
20 120-160 118-140 2-020 1.7% 0-104 0.3% 80% False False 32,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-185
2.618 121-022
1.618 120-242
1.000 120-180
0.618 120-142
HIGH 120-080
0.618 120-042
0.500 120-030
0.382 120-018
LOW 119-300
0.618 119-238
1.000 119-200
1.618 119-138
2.618 119-038
4.250 118-195
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 120-030 120-055
PP 120-030 120-047
S1 120-030 120-038

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

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