the bending of the elbow exposes the nerve in the opening part of the joint. and if you hit it right there, the nerve gets pinched and causes a feeling of shock....

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the nerve u have mentioned is ulnar nerve and it runs quiet superficial at the elbow
which leads to a shock like feeling
The elbow consists of radial and ulnar nerve they lie just behind our skin so if we touch any thing we get skock like feeling as it directly hits those nerves
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