ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 120-230 120-160 -0-070 -0.2% 120-082
High 120-270 120-267 -0-003 0.0% 121-032
Low 120-150 120-137 -0-013 0.0% 120-027
Close 120-177 120-260 0-083 0.2% 120-260
Range 0-120 0-130 0-010 8.3% 1-005
ATR 0-178 0-175 -0-003 -1.9% 0-000
Volume 643,176 589,543 -53,633 -8.3% 3,520,922
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-291 121-246 121-012
R3 121-161 121-116 120-296
R2 121-031 121-031 120-284
R1 120-306 120-306 120-272 121-008
PP 120-221 120-221 120-221 120-233
S1 120-176 120-176 120-248 120-198
S2 120-091 120-091 120-236
S3 119-281 120-046 120-224
S4 119-151 119-236 120-188
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-228 123-089 121-119
R3 122-223 122-084 121-029
R2 121-218 121-218 121-000
R1 121-079 121-079 120-290 121-148
PP 120-213 120-213 120-213 120-248
S1 120-074 120-074 120-230 120-144
S2 119-208 119-208 120-200
S3 118-203 119-069 120-171
S4 117-198 118-064 120-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-032 120-027 1-005 0.8% 0-162 0.4% 72% False False 704,184
10 121-032 118-242 2-110 1.9% 0-189 0.5% 88% False False 707,496
20 121-032 118-242 2-110 1.9% 0-180 0.5% 88% False False 681,992
40 121-032 117-220 3-132 2.8% 0-161 0.4% 92% False False 608,385
60 121-032 116-070 4-282 4.0% 0-128 0.3% 94% False False 407,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-180
2.618 121-287
1.618 121-157
1.000 121-077
0.618 121-027
HIGH 120-267
0.618 120-217
0.500 120-202
0.382 120-187
LOW 120-137
0.618 120-057
1.000 120-007
1.618 119-247
2.618 119-117
4.250 118-224
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 120-241 120-236
PP 120-221 120-212
S1 120-202 120-188

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

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