ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 123-120 122-310 -0-130 -0.3% 122-000
High 123-170 123-117 -0-053 -0.1% 123-300
Low 122-302 122-310 0-008 0.0% 121-315
Close 123-035 123-105 0-070 0.2% 123-105
Range 0-188 0-127 -0-061 -32.4% 1-305
ATR 0-221 0-214 -0-007 -3.0% 0-000
Volume 818,550 503,699 -314,851 -38.5% 4,177,446
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-132 124-085 123-175
R3 124-005 123-278 123-140
R2 123-198 123-198 123-128
R1 123-151 123-151 123-117 123-174
PP 123-071 123-071 123-071 123-082
S1 123-024 123-024 123-093 123-048
S2 122-264 122-264 123-082
S3 122-137 122-217 123-070
S4 122-010 122-090 123-035
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 128-302 128-028 124-129
R3 126-317 126-043 123-277
R2 125-012 125-012 123-220
R1 124-058 124-058 123-162 124-195
PP 123-027 123-027 123-027 123-095
S1 122-073 122-073 123-048 122-210
S2 121-042 121-042 122-310
S3 119-057 120-088 122-253
S4 117-072 118-103 122-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 121-315 1-305 1.6% 0-279 0.7% 69% False False 835,489
10 123-300 121-067 2-233 2.2% 0-257 0.7% 78% False False 826,080
20 123-300 120-042 3-258 3.1% 0-202 0.5% 84% False False 697,340
40 123-300 118-242 5-058 4.2% 0-191 0.5% 88% False False 689,666
60 123-300 117-220 6-080 5.1% 0-175 0.4% 90% False False 638,037
80 123-300 116-070 7-230 6.3% 0-147 0.4% 92% False False 480,203
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-043
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-017
2.618 124-129
1.618 124-002
1.000 123-244
0.618 123-195
HIGH 123-117
0.618 123-068
0.500 123-054
0.382 123-039
LOW 122-310
0.618 122-232
1.000 122-183
1.618 122-105
2.618 121-298
4.250 121-090
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 123-088 123-103
PP 123-071 123-101
S1 123-054 123-098

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

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