ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 119-170 119-045 -0-125 -0.3% 120-262
High 119-217 119-097 -0-120 -0.3% 120-307
Low 118-277 118-242 -0-035 -0.1% 118-242
Close 119-062 118-312 -0-070 -0.2% 118-312
Range 0-260 0-175 -0-085 -32.7% 2-065
ATR 0-162 0-163 0-001 0.6% 0-000
Volume 929,121 606,053 -323,068 -34.8% 3,760,521
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 120-209 120-115 119-088
R3 120-034 119-260 119-040
R2 119-179 119-179 119-024
R1 119-085 119-085 119-008 119-044
PP 119-004 119-004 119-004 118-303
S1 118-230 118-230 118-296 118-190
S2 118-149 118-149 118-280
S3 117-294 118-055 118-264
S4 117-119 117-200 118-216
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-055 124-249 120-060
R3 123-310 122-184 119-186
R2 121-245 121-245 119-121
R1 120-119 120-119 119-057 119-310
PP 119-180 119-180 119-180 119-116
S1 118-054 118-054 118-247 117-244
S2 117-115 117-115 118-183
S3 115-050 115-309 118-118
S4 112-305 113-244 117-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-307 118-242 2-065 1.9% 0-215 0.6% 10% False True 752,104
10 120-307 118-242 2-065 1.9% 0-178 0.5% 10% False True 667,092
20 120-307 118-242 2-065 1.9% 0-166 0.4% 10% False True 666,979
40 120-307 117-150 3-157 2.9% 0-144 0.4% 43% False False 449,584
60 120-307 115-000 5-307 5.0% 0-101 0.3% 67% False False 300,062
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-201
2.618 120-235
1.618 120-060
1.000 119-272
0.618 119-205
HIGH 119-097
0.618 119-030
0.500 119-010
0.382 118-309
LOW 118-242
0.618 118-134
1.000 118-067
1.618 117-279
2.618 117-104
4.250 116-138
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 119-010 119-094
PP 119-004 119-060
S1 118-318 119-026

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

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