ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 119-240 119-300 0-060 0.2% 119-210
High 120-020 120-050 0-030 0.1% 120-050
Low 119-160 119-190 0-030 0.1% 119-160
Close 119-300 119-200 -0-100 -0.3% 119-200
Range 0-180 0-180 0-000 0.0% 0-210
ATR 0-098 0-104 0-006 6.0% 0-000
Volume 19,036 35,759 16,723 87.8% 98,029
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-153 121-037 119-299
R3 120-293 120-177 119-250
R2 120-113 120-113 119-233
R1 119-317 119-317 119-216 119-285
PP 119-253 119-253 119-253 119-238
S1 119-137 119-137 119-184 119-105
S2 119-073 119-073 119-167
S3 118-213 118-277 119-150
S4 118-033 118-097 119-101
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-233 121-107 119-316
R3 121-023 120-217 119-258
R2 120-133 120-133 119-238
R1 120-007 120-007 119-219 119-285
PP 119-243 119-243 119-243 119-222
S1 119-117 119-117 119-181 119-075
S2 119-033 119-033 119-162
S3 118-143 118-227 119-142
S4 117-253 118-017 119-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 119-160 0-210 0.5% 0-126 0.3% 19% True False 19,605
10 120-050 119-040 1-010 0.9% 0-104 0.3% 48% True False 13,922
20 120-050 117-240 2-130 2.0% 0-094 0.2% 78% True False 7,348
Crabel Price Patterns
NR False
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 0-027
Fibonacci Retracements and Extensions
4.250 122-175
2.618 121-201
1.618 121-021
1.000 120-230
0.618 120-161
HIGH 120-050
0.618 119-301
0.500 119-280
0.382 119-259
LOW 119-190
0.618 119-079
1.000 119-010
1.618 118-219
2.618 118-039
4.250 117-065
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 119-280 119-265
PP 119-253 119-243
S1 119-227 119-222

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

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