ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 119-260 119-205 -0-055 -0.1% 118-310
High 119-267 120-055 0-108 0.3% 119-275
Low 119-192 119-200 0-008 0.0% 118-212
Close 119-197 120-022 0-145 0.4% 119-265
Range 0-075 0-175 0-100 133.3% 1-063
ATR 0-131 0-135 0-003 2.5% 0-000
Volume 671,974 439,033 -232,941 -34.7% 2,215,398
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-191 121-121 120-118
R3 121-016 120-266 120-070
R2 120-161 120-161 120-054
R1 120-091 120-091 120-038 120-126
PP 119-306 119-306 119-306 120-003
S1 119-236 119-236 120-006 119-271
S2 119-131 119-131 119-310
S3 118-276 119-061 119-294
S4 118-101 118-206 119-246
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
5 120-055 118-212 1-163 1.3% 0-139 0.4% 93% True False 528,903
10 120-055 118-212 1-163 1.3% 0-128 0.3% 93% True False 455,926
20 120-055 117-297 2-078 1.9% 0-127 0.3% 95% True False 453,351
40 120-055 116-200 3-175 3.0% 0-130 0.3% 97% True False 446,414
60 120-055 115-020 5-035 4.3% 0-146 0.4% 98% True False 370,777
80 120-055 113-190 6-185 5.5% 0-124 0.3% 98% True False 278,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 122-159
2.618 121-193
1.618 121-018
1.000 120-230
0.618 120-163
HIGH 120-055
0.618 119-308
0.500 119-288
0.382 119-267
LOW 119-200
0.618 119-092
1.000 119-025
1.618 118-237
2.618 118-062
4.250 117-096
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 120-004 119-317
PP 119-306 119-292
S1 119-288 119-268

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

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