ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 118-090 118-070 -0-020 -0.1% 117-140
High 118-110 118-070 -0-040 -0.1% 118-060
Low 118-090 118-070 -0-020 -0.1% 117-030
Close 118-140 118-110 -0-030 -0.1% 118-050
Range 0-020 0-000 -0-020 -100.0% 1-030
ATR
Volume 170 104 -66 -38.8% 194
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 118-083 118-097 118-110
R3 118-083 118-097 118-110
R2 118-083 118-083 118-110
R1 118-097 118-097 118-110 118-090
PP 118-083 118-083 118-083 118-080
S1 118-097 118-097 118-110 118-090
S2 118-083 118-083 118-110
S3 118-083 118-097 118-110
S4 118-083 118-097 118-110
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 121-030 120-230 118-242
R3 120-000 119-200 118-146
R2 118-290 118-290 118-114
R1 118-170 118-170 118-082 118-230
PP 117-260 117-260 117-260 117-290
S1 117-140 117-140 118-018 117-200
S2 116-230 116-230 117-306
S3 115-200 116-110 117-274
S4 114-170 115-080 117-178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 118-020 0-090 0.2% 0-008 0.0% 100% False False 77
10 118-110 117-030 1-080 1.1% 0-019 0.1% 100% False False 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-070
2.618 118-070
1.618 118-070
1.000 118-070
0.618 118-070
HIGH 118-070
0.618 118-070
0.500 118-070
0.382 118-070
LOW 118-070
0.618 118-070
1.000 118-070
1.618 118-070
2.618 118-070
4.250 118-070
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 118-097 118-103
PP 118-083 118-097
S1 118-070 118-090

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

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