ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 118-232 119-072 0-160 0.4% 118-100
High 119-062 119-072 0-010 0.0% 119-062
Low 118-225 118-302 0-077 0.2% 117-297
Close 119-025 119-005 -0-020 -0.1% 119-025
Range 0-157 0-090 -0-067 -42.7% 1-085
ATR 0-139 0-135 -0-003 -2.5% 0-000
Volume 651,255 556,799 -94,456 -14.5% 2,395,007
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-290 119-237 119-054
R3 119-200 119-147 119-030
R2 119-110 119-110 119-022
R1 119-057 119-057 119-013 119-038
PP 119-020 119-020 119-020 119-010
S1 118-287 118-287 118-317 118-268
S2 118-250 118-250 118-308
S3 118-160 118-197 118-300
S4 118-070 118-107 118-276
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-170 122-022 119-248
R3 121-085 120-257 119-136
R2 120-000 120-000 119-099
R1 119-172 119-172 119-062 119-246
PP 118-235 118-235 118-235 118-272
S1 118-087 118-087 118-308 118-161
S2 117-150 117-150 118-271
S3 116-065 117-002 118-234
S4 114-300 115-237 118-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-072 117-297 1-095 1.1% 0-161 0.4% 84% True False 531,329
10 119-072 117-297 1-095 1.1% 0-125 0.3% 84% True False 466,221
20 119-072 116-235 2-157 2.1% 0-128 0.3% 92% True False 465,856
40 119-072 116-020 3-052 2.7% 0-148 0.4% 93% True False 430,510
60 119-072 113-240 5-152 4.6% 0-139 0.4% 96% True False 289,781
80 119-072 112-250 6-142 5.4% 0-106 0.3% 97% True False 217,359
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0-026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-134
2.618 119-308
1.618 119-218
1.000 119-162
0.618 119-128
HIGH 119-072
0.618 119-038
0.500 119-027
0.382 119-016
LOW 118-302
0.618 118-246
1.000 118-212
1.618 118-156
2.618 118-066
4.250 117-240
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 119-027 118-299
PP 119-020 118-273
S1 119-012 118-247

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

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