ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 116-260 116-260 0-000 0.0% 117-120
High 116-260 116-290 0-030 0.1% 117-120
Low 116-260 116-260 0-000 0.0% 116-260
Close 117-000 117-000 0-000 0.0% 117-000
Range 0-000 0-030 0-030 0-180
ATR
Volume 77 1,215 1,138 1,477.9% 2,375
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 117-060 117-060 117-016
R3 117-030 117-030 117-008
R2 117-000 117-000 117-006
R1 117-000 117-000 117-003 117-000
PP 116-290 116-290 116-290 116-290
S1 116-290 116-290 116-317 116-290
S2 116-260 116-260 116-314
S3 116-230 116-260 116-312
S4 116-200 116-230 116-304
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-240 118-140 117-099
R3 118-060 117-280 117-050
R2 117-200 117-200 117-033
R1 117-100 117-100 117-016 117-060
PP 117-020 117-020 117-020 117-000
S1 116-240 116-240 116-304 116-200
S2 116-160 116-160 116-287
S3 115-300 116-060 116-270
S4 115-120 115-200 116-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-120 116-260 0-180 0.5% 0-028 0.1% 33% False True 718
10 117-190 116-260 0-250 0.7% 0-025 0.1% 24% False True 371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-098
2.618 117-049
1.618 117-019
1.000 117-000
0.618 116-309
HIGH 116-290
0.618 116-279
0.500 116-275
0.382 116-271
LOW 116-260
0.618 116-241
1.000 116-230
1.618 116-211
2.618 116-181
4.250 116-132
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 116-305 116-305
PP 116-290 116-290
S1 116-275 116-275

Download as Excel Spreadsheet

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

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