ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 120-157 120-217 0-060 0.2% 120-130
High 120-262 121-187 0-245 0.6% 121-187
Low 120-157 120-182 0-025 0.1% 120-065
Close 120-220 121-142 0-242 0.6% 121-142
Range 0-105 1-005 0-220 209.5% 1-122
ATR 0-153 0-165 0-012 8.1% 0-000
Volume 554,667 772,465 217,798 39.3% 3,079,713
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-079 123-275 122-001
R3 123-074 122-270 121-231
R2 122-069 122-069 121-202
R1 121-265 121-265 121-172 122-007
PP 121-064 121-064 121-064 121-094
S1 120-260 120-260 121-112 121-002
S2 120-059 120-059 121-082
S3 119-054 119-255 121-053
S4 118-049 118-250 120-283
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-071 124-228 122-065
R3 123-269 123-106 121-264
R2 122-147 122-147 121-223
R1 121-304 121-304 121-183 122-066
PP 121-025 121-025 121-025 121-065
S1 120-182 120-182 121-101 120-264
S2 119-223 119-223 121-061
S3 118-101 119-060 121-020
S4 116-299 117-258 120-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-187 120-065 1-122 1.1% 0-175 0.5% 90% True False 615,942
10 121-187 120-042 1-145 1.2% 0-148 0.4% 90% True False 568,601
20 121-187 118-242 2-265 2.3% 0-168 0.4% 95% True False 638,048
40 121-187 118-242 2-265 2.3% 0-167 0.4% 95% True False 654,328
60 121-187 117-150 4-037 3.4% 0-150 0.4% 97% True False 502,432
80 121-187 115-000 6-187 5.4% 0-116 0.3% 98% True False 376,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 125-288
2.618 124-078
1.618 123-073
1.000 122-192
0.618 122-068
HIGH 121-187
0.618 121-063
0.500 121-024
0.382 120-306
LOW 120-182
0.618 119-301
1.000 119-177
1.618 118-296
2.618 117-291
4.250 116-081
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 121-103 121-093
PP 121-064 121-045
S1 121-024 120-316

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

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