ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 116-150 116-150 0-000 0.0% 115-060
High 116-150 116-150 0-000 0.0% 116-030
Low 116-150 116-150 0-000 0.0% 115-060
Close 116-150 116-150 0-000 0.0% 116-030
Range
ATR
Volume 27 18 -9 -33.3% 3,183
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 116-150 116-150 116-150
R3 116-150 116-150 116-150
R2 116-150 116-150 116-150
R1 116-150 116-150 116-150 116-150
PP 116-150 116-150 116-150 116-150
S1 116-150 116-150 116-150 116-150
S2 116-150 116-150 116-150
S3 116-150 116-150 116-150
S4 116-150 116-150 116-150
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-163 118-067 116-190
R3 117-193 117-097 116-110
R2 116-223 116-223 116-083
R1 116-127 116-127 116-057 116-175
PP 115-253 115-253 115-253 115-278
S1 115-157 115-157 116-003 115-205
S2 114-283 114-283 115-297
S3 113-313 114-187 115-270
S4 113-023 113-217 115-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-150 115-200 0-270 0.7% 0-000 0.0% 100% True False 25
10 116-150 115-000 1-150 1.3% 0-010 0.0% 100% True False 421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 116-150
2.618 116-150
1.618 116-150
1.000 116-150
0.618 116-150
HIGH 116-150
0.618 116-150
0.500 116-150
0.382 116-150
LOW 116-150
0.618 116-150
1.000 116-150
1.618 116-150
2.618 116-150
4.250 116-150
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 116-150 116-130
PP 116-150 116-110
S1 116-150 116-090

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

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