ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 118-140 118-290 0-150 0.4% 118-020
High 119-000 118-310 -0-010 0.0% 119-000
Low 118-140 118-250 0-110 0.3% 117-240
Close 118-310 118-240 -0-070 -0.2% 118-310
Range 0-180 0-060 -0-120 -66.7% 1-080
ATR 0-075 0-074 -0-001 -1.4% 0-000
Volume 168 1,723 1,555 925.6% 3,086
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 119-127 119-083 118-273
R3 119-067 119-023 118-256
R2 119-007 119-007 118-251
R1 118-283 118-283 118-246 118-275
PP 118-267 118-267 118-267 118-262
S1 118-223 118-223 118-234 118-215
S2 118-207 118-207 118-229
S3 118-147 118-163 118-224
S4 118-087 118-103 118-207
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-103 121-287 119-210
R3 121-023 120-207 119-100
R2 119-263 119-263 119-063
R1 119-127 119-127 119-027 119-195
PP 118-183 118-183 118-183 118-218
S1 118-047 118-047 118-273 118-115
S2 117-103 117-103 118-237
S3 116-023 116-287 118-200
S4 114-263 115-207 118-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-240 1-080 1.1% 0-114 0.3% 80% False False 919
10 119-000 117-240 1-080 1.1% 0-071 0.2% 80% False False 622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-245
2.618 119-147
1.618 119-087
1.000 119-050
0.618 119-027
HIGH 118-310
0.618 118-287
0.500 118-280
0.382 118-273
LOW 118-250
0.618 118-213
1.000 118-190
1.618 118-153
2.618 118-093
4.250 117-315
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 118-280 118-235
PP 118-267 118-230
S1 118-253 118-225

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

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