ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 123-185 123-140 -0-045 -0.1% 123-087
High 123-190 123-202 0-012 0.0% 124-010
Low 123-077 123-060 -0-017 0.0% 123-027
Close 123-132 123-120 -0-012 0.0% 123-165
Range 0-113 0-142 0-029 25.7% 0-303
ATR 0-182 0-179 -0-003 -1.6% 0-000
Volume 413,438 596,455 183,017 44.3% 2,365,243
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-233 124-159 123-198
R3 124-091 124-017 123-159
R2 123-269 123-269 123-146
R1 123-195 123-195 123-133 123-161
PP 123-127 123-127 123-127 123-110
S1 123-053 123-053 123-107 123-019
S2 122-305 122-305 123-094
S3 122-163 122-231 123-081
S4 122-021 122-089 123-042
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 126-123 125-287 124-012
R3 125-140 124-304 123-248
R2 124-157 124-157 123-221
R1 124-001 124-001 123-193 124-079
PP 123-174 123-174 123-174 123-213
S1 123-018 123-018 123-137 123-096
S2 122-191 122-191 123-109
S3 121-208 122-035 123-082
S4 120-225 121-052 122-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-010 123-060 0-270 0.7% 0-134 0.3% 22% False True 521,924
10 124-010 122-302 1-028 0.9% 0-142 0.4% 40% False False 569,480
20 124-010 120-125 3-205 3.0% 0-201 0.5% 82% False False 681,211
40 124-010 118-242 5-088 4.3% 0-189 0.5% 88% False False 673,253
60 124-010 118-242 5-088 4.3% 0-177 0.4% 88% False False 661,691
80 124-010 117-030 6-300 5.6% 0-156 0.4% 91% False False 522,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-166
2.618 124-254
1.618 124-112
1.000 124-024
0.618 123-290
HIGH 123-202
0.618 123-148
0.500 123-131
0.382 123-114
LOW 123-060
0.618 122-292
1.000 122-238
1.618 122-150
2.618 122-008
4.250 121-096
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 123-131 123-145
PP 123-127 123-137
S1 123-124 123-128

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

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