ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 120-140 120-225 0-085 0.2% 120-262
High 120-245 120-257 0-012 0.0% 120-315
Low 120-065 120-125 0-060 0.2% 120-042
Close 120-222 120-157 -0-065 -0.2% 120-165
Range 0-180 0-132 -0-048 -26.7% 0-273
ATR 0-158 0-156 -0-002 -1.2% 0-000
Volume 521,529 661,148 139,619 26.8% 2,606,297
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-256 121-178 120-230
R3 121-124 121-046 120-193
R2 120-312 120-312 120-181
R1 120-234 120-234 120-169 120-207
PP 120-180 120-180 120-180 120-166
S1 120-102 120-102 120-145 120-075
S2 120-048 120-048 120-133
S3 119-236 119-290 120-121
S4 119-104 119-158 120-084
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-033 122-212 120-315
R3 122-080 121-259 120-240
R2 121-127 121-127 120-215
R1 120-306 120-306 120-190 120-240
PP 120-174 120-174 120-174 120-141
S1 120-033 120-033 120-140 119-287
S2 119-221 119-221 120-115
S3 118-268 119-080 120-090
S4 117-315 118-127 120-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-257 120-042 0-215 0.6% 0-150 0.4% 53% True False 584,851
10 120-315 120-042 0-273 0.7% 0-130 0.3% 42% False False 559,159
20 121-032 118-242 2-110 1.9% 0-168 0.4% 74% False False 658,241
40 121-032 118-242 2-110 1.9% 0-165 0.4% 74% False False 656,664
60 121-032 117-080 3-272 3.2% 0-144 0.4% 84% False False 480,342
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 True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-178
2.618 121-283
1.618 121-151
1.000 121-069
0.618 121-019
HIGH 120-257
0.618 120-207
0.500 120-191
0.382 120-175
LOW 120-125
0.618 120-043
1.000 119-313
1.618 119-231
2.618 119-099
4.250 118-204
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 120-191 120-161
PP 120-180 120-160
S1 120-168 120-158

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

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