ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 120-020 120-050 0-030 0.1% 119-210
High 120-080 120-060 -0-020 -0.1% 120-160
Low 119-300 119-140 -0-160 -0.4% 119-140
Close 120-030 119-170 -0-180 -0.5% 119-170
Range 0-100 0-240 0-140 140.0% 1-020
ATR 0-115 0-123 0-009 7.8% 0-000
Volume 238,334 430,606 192,272 80.7% 931,704
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-310 121-160 119-302
R3 121-070 120-240 119-236
R2 120-150 120-150 119-214
R1 120-000 120-000 119-192 119-275
PP 119-230 119-230 119-230 119-208
S1 119-080 119-080 119-148 119-035
S2 118-310 118-310 119-126
S3 118-070 118-160 119-104
S4 117-150 117-240 119-038
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-003 122-107 120-037
R3 121-303 121-087 119-264
R2 120-283 120-283 119-232
R1 120-067 120-067 119-201 120-005
PP 119-263 119-263 119-263 119-232
S1 119-047 119-047 119-139 118-305
S2 118-243 118-243 119-108
S3 117-223 118-027 119-076
S4 116-203 117-007 118-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-140 1-020 0.9% 0-160 0.4% 9% False True 186,340
10 120-160 119-140 1-020 0.9% 0-143 0.4% 9% False True 102,973
20 120-160 118-250 1-230 1.4% 0-106 0.3% 44% False False 53,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 123-120
2.618 122-048
1.618 121-128
1.000 120-300
0.618 120-208
HIGH 120-060
0.618 119-288
0.500 119-260
0.382 119-232
LOW 119-140
0.618 118-312
1.000 118-220
1.618 118-072
2.618 117-152
4.250 116-080
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 119-260 119-310
PP 119-230 119-263
S1 119-200 119-217

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

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