ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 120-257 120-172 -0-085 -0.2% 120-095
High 120-257 120-225 -0-032 -0.1% 120-232
Low 120-137 120-142 0-005 0.0% 119-292
Close 120-177 120-160 -0-017 0.0% 120-054
Range 0-120 0-083 -0-037 -30.8% 0-260
ATR 0-140 0-136 -0-004 -2.9% 0-000
Volume 389,552 329,553 -59,999 -15.4% 2,225,079
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-105 121-055 120-206
R3 121-022 120-292 120-183
R2 120-259 120-259 120-175
R1 120-209 120-209 120-168 120-192
PP 120-176 120-176 120-176 120-167
S1 120-126 120-126 120-152 120-110
S2 120-093 120-093 120-145
S3 120-010 120-043 120-137
S4 119-247 119-280 120-114
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
5 120-265 120-030 0-235 0.6% 0-117 0.3% 55% False False 381,845
10 120-265 119-212 1-053 1.0% 0-124 0.3% 72% False False 427,662
20 120-265 118-212 2-053 1.8% 0-129 0.3% 85% False False 441,669
40 120-265 117-117 3-148 2.9% 0-127 0.3% 91% False False 455,432
60 120-265 116-020 4-245 4.0% 0-140 0.4% 93% False False 445,480
80 120-265 114-040 6-225 5.6% 0-140 0.4% 95% False False 337,559
100 120-265 112-250 8-015 6.7% 0-113 0.3% 96% False False 270,066
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 121-258
2.618 121-122
1.618 121-039
1.000 120-308
0.618 120-276
HIGH 120-225
0.618 120-193
0.500 120-184
0.382 120-174
LOW 120-142
0.618 120-091
1.000 120-059
1.618 120-008
2.618 119-245
4.250 119-109
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 120-184 120-195
PP 120-176 120-183
S1 120-168 120-172

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

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