ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 120-227 120-140 -0-087 -0.2% 120-137
High 120-300 120-210 -0-090 -0.2% 120-300
Low 120-049 120-120 0-071 0.2% 120-049
Close 120-055 120-185 0-130 0.3% 120-055
Range 0-251 0-090 -0-161 -64.1% 0-251
ATR 0-147 0-147 0-001 0.4% 0-000
Volume 450,841 283,920 -166,921 -37.0% 2,023,239
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-122 121-083 120-234
R3 121-032 120-313 120-210
R2 120-262 120-262 120-202
R1 120-223 120-223 120-193 120-242
PP 120-172 120-172 120-172 120-181
S1 120-133 120-133 120-177 120-152
S2 120-082 120-082 120-168
S3 119-312 120-043 120-160
S4 119-222 119-273 120-136
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-248 122-082 120-193
R3 121-317 121-151 120-124
R2 121-066 121-066 120-101
R1 120-220 120-220 120-078 120-178
PP 120-135 120-135 120-135 120-113
S1 119-289 119-289 120-032 119-246
S2 119-204 119-204 120-009
S3 118-273 119-038 119-306
S4 118-022 118-107 119-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-300 120-049 0-251 0.7% 0-144 0.4% 54% False False 377,374
10 120-300 119-292 1-008 0.9% 0-139 0.4% 65% False False 426,306
20 120-300 118-212 2-088 1.9% 0-138 0.4% 84% False False 443,293
40 120-300 117-277 3-023 2.5% 0-131 0.3% 88% False False 447,405
60 120-300 116-020 4-280 4.0% 0-138 0.4% 93% False False 446,175
80 120-300 114-170 6-130 5.3% 0-143 0.4% 94% False False 352,139
100 120-300 112-250 8-050 6.8% 0-118 0.3% 96% False False 281,744
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-272
2.618 121-126
1.618 121-036
1.000 120-300
0.618 120-266
HIGH 120-210
0.618 120-176
0.500 120-165
0.382 120-154
LOW 120-120
0.618 120-064
1.000 120-030
1.618 119-294
2.618 119-204
4.250 119-058
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 120-178 120-182
PP 120-172 120-178
S1 120-165 120-174

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

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