ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 119-210 119-270 0-060 0.2% 119-210
High 119-280 120-130 0-170 0.4% 120-050
Low 119-190 119-270 0-080 0.2% 119-160
Close 119-250 120-080 0-150 0.4% 119-200
Range 0-090 0-180 0-090 100.0% 0-210
ATR 0-103 0-110 0-007 6.7% 0-000
Volume 80,530 43,314 -37,216 -46.2% 98,029
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-273 121-197 120-179
R3 121-093 121-017 120-130
R2 120-233 120-233 120-113
R1 120-157 120-157 120-096 120-195
PP 120-053 120-053 120-053 120-072
S1 119-297 119-297 120-064 120-015
S2 119-193 119-193 120-047
S3 119-013 119-117 120-030
S4 118-153 118-257 119-301
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
5 120-130 119-160 0-290 0.8% 0-142 0.4% 83% True False 40,506
10 120-130 119-140 0-310 0.8% 0-115 0.3% 84% True False 25,525
20 120-130 117-240 2-210 2.2% 0-100 0.3% 94% True False 13,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-255
2.618 121-281
1.618 121-101
1.000 120-310
0.618 120-241
HIGH 120-130
0.618 120-061
0.500 120-040
0.382 120-019
LOW 119-270
0.618 119-159
1.000 119-090
1.618 118-299
2.618 118-119
4.250 117-145
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 120-067 120-053
PP 120-053 120-027
S1 120-040 120-000

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

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