ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 117-240 118-012 0-092 0.2% 117-135
High 118-017 118-027 0-010 0.0% 117-255
Low 117-220 117-190 -0-030 -0.1% 117-100
Close 117-317 117-307 -0-010 0.0% 117-162
Range 0-117 0-157 0-040 34.2% 0-155
ATR 0-139 0-141 0-001 0.9% 0-000
Volume 442,676 633,124 190,448 43.0% 2,132,569
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-112 119-047 118-073
R3 118-275 118-210 118-030
R2 118-118 118-118 118-016
R1 118-053 118-053 118-001 118-007
PP 117-281 117-281 117-281 117-258
S1 117-216 117-216 117-293 117-170
S2 117-124 117-124 117-278
S3 116-287 117-059 117-264
S4 116-130 116-222 117-221
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-317 118-235 117-247
R3 118-162 118-080 117-205
R2 118-007 118-007 117-190
R1 117-245 117-245 117-176 117-286
PP 117-172 117-172 117-172 117-193
S1 117-090 117-090 117-148 117-131
S2 117-017 117-017 117-134
S3 116-182 116-255 117-119
S4 116-027 116-100 117-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-027 117-120 0-227 0.6% 0-109 0.3% 82% True False 480,186
10 118-027 116-237 1-110 1.1% 0-129 0.3% 91% True False 546,593
20 118-027 116-047 1-300 1.6% 0-137 0.4% 94% True False 547,574
40 118-250 115-285 2-285 2.5% 0-160 0.4% 72% False False 613,407
60 118-250 115-040 3-210 3.1% 0-148 0.4% 78% False False 458,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-054
2.618 119-118
1.618 118-281
1.000 118-184
0.618 118-124
HIGH 118-027
0.618 117-287
0.500 117-268
0.382 117-250
LOW 117-190
0.618 117-093
1.000 117-033
1.618 116-256
2.618 116-099
4.250 115-163
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 117-294 117-288
PP 117-281 117-269
S1 117-268 117-250

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

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