ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	119-162	119-260	0-098	0.3%	118-310
High	119-275	119-267	-0-008	0.0%	119-275
Low	119-160	119-192	0-032	0.1%	118-212
Close	119-265	119-197	-0-068	-0.2%	119-265
Range	0-115	0-075	-0-040	-34.8%	1-063
ATR	0-136	0-131	-0-004	-3.2%	0-000
Volume	653,846	671,974	18,128	2.8%	2,215,398

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-124	120-075	119-238
R3	120-049	120-000	119-218
R2	119-294	119-294	119-211
R1	119-245	119-245	119-204	119-232
PP	119-219	119-219	119-219	119-212
S1	119-170	119-170	119-190	119-157
S2	119-144	119-144	119-183
S3	119-069	119-095	119-176
S4	118-314	119-020	119-156

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-013	122-202	120-156
R3	121-270	121-139	120-050
R2	120-207	120-207	120-015
R1	120-076	120-076	119-300	120-142
PP	119-144	119-144	119-144	119-177
S1	119-013	119-013	119-230	119-078
S2	118-081	118-081	119-195
S3	117-018	117-270	119-160
S4	115-275	116-207	119-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-275	118-212	1-063	1.0%	0-129	0.3%	80%	False	False	503,710
10	119-275	118-212	1-063	1.0%	0-124	0.3%	80%	False	False	443,837
20	119-275	117-297	1-298	1.6%	0-124	0.3%	87%	False	False	455,029
40	119-275	116-200	3-075	2.7%	0-129	0.3%	92%	False	False	452,116
60	119-275	115-020	4-255	4.0%	0-146	0.4%	95%	False	False	363,543
80	119-275	113-120	6-155	5.4%	0-122	0.3%	96%	False	False	272,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	120-266
2.618	120-143
1.618	120-068
1.000	120-022
0.618	119-313
HIGH	119-267
0.618	119-238
0.500	119-230
0.382	119-221
LOW	119-192
0.618	119-146
1.000	119-117
1.618	119-071
2.618	118-316
4.250	118-193

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	119-230	119-181
PP	119-219	119-166
S1	119-208	119-150

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