ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 120-182 120-245 0-063 0.2% 118-315
High 121-032 120-257 -0-095 -0.2% 120-090
Low 120-125 120-107 -0-018 0.0% 118-302
Close 120-200 120-237 0-037 0.1% 120-045
Range 0-227 0-150 -0-077 -33.9% 1-108
ATR 0-185 0-182 -0-002 -1.3% 0-000
Volume 888,078 738,466 -149,612 -16.8% 2,947,989
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-010 121-274 121-000
R3 121-180 121-124 120-278
R2 121-030 121-030 120-264
R1 120-294 120-294 120-251 120-247
PP 120-200 120-200 120-200 120-177
S1 120-144 120-144 120-223 120-097
S2 120-050 120-050 120-210
S3 119-220 119-314 120-196
S4 119-070 119-164 120-154
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-256 123-099 120-280
R3 122-148 121-311 120-163
R2 121-040 121-040 120-123
R1 120-203 120-203 120-084 120-282
PP 119-252 119-252 119-252 119-292
S1 119-095 119-095 120-006 119-174
S2 118-144 118-144 119-287
S3 117-036 117-307 119-247
S4 115-248 116-199 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-032 119-035 1-317 1.6% 0-221 0.6% 82% False False 781,611
10 121-032 118-242 2-110 1.9% 0-207 0.5% 85% False False 757,324
20 121-032 118-242 2-110 1.9% 0-190 0.5% 85% False False 710,766
40 121-032 117-220 3-132 2.8% 0-161 0.4% 89% False False 578,827
60 121-032 116-070 4-282 4.0% 0-124 0.3% 93% False False 387,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-036
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-254
2.618 122-010
1.618 121-180
1.000 121-087
0.618 121-030
HIGH 120-257
0.618 120-200
0.500 120-182
0.382 120-164
LOW 120-107
0.618 120-014
1.000 119-277
1.618 119-184
2.618 119-034
4.250 118-110
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 120-219 120-221
PP 120-200 120-205
S1 120-182 120-190

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

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