ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 119-200 120-030 0-150 0.4% 119-210
High 120-050 120-120 0-070 0.2% 120-160
Low 119-100 120-020 0-240 0.6% 119-140
Close 120-020 120-100 0-080 0.2% 119-170
Range 0-270 0-100 -0-170 -63.0% 1-020
ATR 0-134 0-132 -0-002 -1.8% 0-000
Volume 501,675 356,816 -144,859 -28.9% 931,704
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-060 121-020 120-155
R3 120-280 120-240 120-128
R2 120-180 120-180 120-118
R1 120-140 120-140 120-109 120-160
PP 120-080 120-080 120-080 120-090
S1 120-040 120-040 120-091 120-060
S2 119-300 119-300 120-082
S3 119-200 119-260 120-072
S4 119-100 119-160 120-045
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-003 122-107 120-037
R3 121-303 121-087 119-264
R2 120-283 120-283 119-232
R1 120-067 120-067 119-201 120-005
PP 119-263 119-263 119-263 119-232
S1 119-047 119-047 119-139 118-305
S2 118-243 118-243 119-108
S3 117-223 118-027 119-076
S4 116-203 117-007 118-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-100 1-060 1.0% 0-180 0.5% 84% False False 333,270
10 120-160 119-100 1-060 1.0% 0-161 0.4% 84% False False 186,888
20 120-160 118-270 1-210 1.4% 0-118 0.3% 89% False False 96,610
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 0-043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-225
2.618 121-062
1.618 120-282
1.000 120-220
0.618 120-182
HIGH 120-120
0.618 120-082
0.500 120-070
0.382 120-058
LOW 120-020
0.618 119-278
1.000 119-240
1.618 119-178
2.618 119-078
4.250 118-235
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 120-090 120-050
PP 120-080 120-000
S1 120-070 119-270

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

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