ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 119-210 119-300 0-090 0.2% 119-140
High 119-310 119-300 -0-010 0.0% 119-290
Low 119-210 119-210 0-000 0.0% 119-040
Close 120-010 119-240 -0-090 -0.2% 119-200
Range 0-100 0-090 -0-010 -10.0% 0-250
ATR 0-091 0-093 0-002 2.3% 0-000
Volume 6,242 13,100 6,858 109.9% 41,196
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-200 120-150 119-290
R3 120-110 120-060 119-265
R2 120-020 120-020 119-256
R1 119-290 119-290 119-248 119-270
PP 119-250 119-250 119-250 119-240
S1 119-200 119-200 119-232 119-180
S2 119-160 119-160 119-224
S3 119-070 119-110 119-215
S4 118-300 119-020 119-190
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-287 121-173 120-018
R3 121-037 120-243 119-269
R2 120-107 120-107 119-246
R1 119-313 119-313 119-223 120-050
PP 119-177 119-177 119-177 119-205
S1 119-063 119-063 119-177 119-120
S2 118-247 118-247 119-154
S3 117-317 118-133 119-131
S4 117-067 117-203 119-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-310 119-140 0-170 0.4% 0-088 0.2% 59% False False 10,544
10 119-310 118-270 1-040 0.9% 0-076 0.2% 81% False False 6,333
20 119-310 117-240 2-070 1.9% 0-077 0.2% 90% False False 3,482
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-042
2.618 120-216
1.618 120-126
1.000 120-070
0.618 120-036
HIGH 119-300
0.618 119-266
0.500 119-255
0.382 119-244
LOW 119-210
0.618 119-154
1.000 119-120
1.618 119-064
2.618 118-294
4.250 118-148
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 119-255 119-235
PP 119-250 119-230
S1 119-245 119-225

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

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