ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	118-310	118-317	0-007	0.0%	119-072
High	119-012	119-017	0-005	0.0%	119-140
Low	118-242	118-212	-0-030	-0.1%	118-300
Close	119-000	118-227	-0-093	-0.2%	118-312
Range	0-090	0-125	0-035	38.9%	0-160
ATR	0-130	0-129	0-000	-0.3%	0-000
Volume	368,818	313,071	-55,747	-15.1%	2,107,797

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-314	119-235	118-296
R3	119-189	119-110	118-261
R2	119-064	119-064	118-250
R1	118-305	118-305	118-238	118-282
PP	118-259	118-259	118-259	118-247
S1	118-180	118-180	118-216	118-157
S2	118-134	118-134	118-204
S3	118-009	118-055	118-193
S4	117-204	117-250	118-158

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-197	120-095	119-080
R3	120-037	119-255	119-036
R2	119-197	119-197	119-021
R1	119-095	119-095	119-007	119-066
PP	119-037	119-037	119-037	119-023
S1	118-255	118-255	118-297	118-226
S2	118-197	118-197	118-283
S3	118-037	118-095	118-268
S4	117-197	117-255	118-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	118-212	0-248	0.7%	0-117	0.3%	6%	False	True	382,950
10	119-140	117-297	1-163	1.3%	0-134	0.4%	52%	False	False	457,332
20	119-140	117-297	1-163	1.3%	0-123	0.3%	52%	False	False	446,170
40	119-140	116-020	3-120	2.8%	0-136	0.4%	78%	False	False	443,709
60	119-140	114-170	4-290	4.1%	0-146	0.4%	85%	False	False	326,953
80	119-140	112-250	6-210	5.6%	0-115	0.3%	89%	False	False	245,270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-228
2.618	120-024
1.618	119-219
1.000	119-142
0.618	119-094
HIGH	119-017
0.618	118-289
0.500	118-274
0.382	118-260
LOW	118-212
0.618	118-135
1.000	118-087
1.618	118-010
2.618	117-205
4.250	117-001

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	118-274	118-317
PP	118-259	118-287
S1	118-243	118-257

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols