ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 122-202 123-047 0-165 0.4% 121-095
High 123-300 123-215 -0-085 -0.2% 122-250
Low 122-032 123-002 0-290 0.7% 121-067
Close 123-117 123-115 -0-002 0.0% 121-305
Range 1-268 0-213 -1-055 -63.8% 1-183
ATR 0-224 0-223 -0-001 -0.3% 0-000
Volume 995,874 997,415 1,541 0.2% 4,083,358
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-110 125-005 123-232
R3 124-217 124-112 123-174
R2 124-004 124-004 123-154
R1 123-219 123-219 123-135 123-272
PP 123-111 123-111 123-111 123-137
S1 123-006 123-006 123-095 123-058
S2 122-218 122-218 123-076
S3 122-005 122-113 123-056
S4 121-112 121-220 122-318
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 126-223 125-287 122-262
R3 125-040 124-104 122-123
R2 123-177 123-177 122-077
R1 122-241 122-241 122-031 123-049
PP 121-314 121-314 121-314 122-058
S1 121-058 121-058 121-259 121-186
S2 120-131 120-131 121-213
S3 118-268 119-195 121-167
S4 117-085 118-012 121-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 121-212 2-088 1.8% 1-027 0.9% 75% False False 934,993
10 123-300 120-157 3-143 2.8% 0-269 0.7% 83% False False 826,568
20 123-300 120-042 3-258 3.1% 0-199 0.5% 85% False False 692,864
40 123-300 118-242 5-058 4.2% 0-194 0.5% 89% False False 701,815
60 123-300 117-220 6-080 5.1% 0-174 0.4% 91% False False 616,839
80 123-300 116-070 7-230 6.3% 0-143 0.4% 93% False False 463,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-160
2.618 125-133
1.618 124-240
1.000 124-108
0.618 124-027
HIGH 123-215
0.618 123-134
0.500 123-108
0.382 123-083
LOW 123-002
0.618 122-190
1.000 122-109
1.618 121-297
2.618 121-084
4.250 120-057
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 123-113 123-072
PP 123-111 123-030
S1 123-108 122-308

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

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