ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 120-090 120-137 0-047 0.1% 120-095
High 120-160 120-265 0-105 0.3% 120-232
Low 120-030 120-125 0-095 0.2% 119-292
Close 120-054 120-257 0-203 0.5% 120-054
Range 0-130 0-140 0-010 7.7% 0-260
ATR 0-136 0-141 0-005 4.0% 0-000
Volume 328,777 420,287 91,510 27.8% 2,225,079
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-316 121-266 121-014
R3 121-176 121-126 120-296
R2 121-036 121-036 120-283
R1 120-306 120-306 120-270 121-011
PP 120-216 120-216 120-216 120-228
S1 120-166 120-166 120-244 120-191
S2 120-076 120-076 120-231
S3 119-256 120-026 120-218
S4 119-116 119-206 120-180
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-226 122-080 120-197
R3 121-286 121-140 120-126
R2 121-026 121-026 120-102
R1 120-200 120-200 120-078 120-143
PP 120-086 120-086 120-086 120-058
S1 119-260 119-260 120-030 119-203
S2 119-146 119-146 120-006
S3 118-206 119-000 119-302
S4 117-266 118-060 119-231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-265 119-292 0-293 0.8% 0-133 0.3% 97% True False 475,238
10 120-265 119-200 1-065 1.0% 0-139 0.4% 98% True False 446,044
20 120-265 118-212 2-053 1.8% 0-131 0.3% 99% True False 444,940
40 120-265 116-235 4-030 3.4% 0-129 0.3% 99% True False 455,398
60 120-265 116-020 4-245 3.9% 0-143 0.4% 99% True False 435,320
80 120-265 113-240 7-025 5.9% 0-137 0.4% 100% True False 328,571
100 120-265 112-250 8-015 6.7% 0-111 0.3% 100% True False 262,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-220
2.618 121-312
1.618 121-172
1.000 121-085
0.618 121-032
HIGH 120-265
0.618 120-212
0.500 120-195
0.382 120-178
LOW 120-125
0.618 120-038
1.000 119-305
1.618 119-218
2.618 119-078
4.250 118-170
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 120-236 120-220
PP 120-216 120-184
S1 120-195 120-148

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

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