ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	123-140	123-105	-0-035	-0.1%	123-087
High	123-202	123-157	-0-045	-0.1%	124-010
Low	123-060	122-317	-0-063	-0.2%	123-027
Close	123-120	123-035	-0-085	-0.2%	123-165
Range	0-142	0-160	0-018	12.7%	0-303
ATR	0-179	0-178	-0-001	-0.8%	0-000
Volume	596,455	796,622	200,167	33.6%	2,365,243

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-223	124-129	123-123
R3	124-063	123-289	123-079
R2	123-223	123-223	123-064
R1	123-129	123-129	123-050	123-096
PP	123-063	123-063	123-063	123-046
S1	122-289	122-289	123-020	122-256
S2	122-223	122-223	123-006
S3	122-063	122-129	122-311
S4	121-223	121-289	122-267

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	122-317	1-013	0.8%	0-150	0.4%	11%	False	True	598,913
10	124-010	122-302	1-028	0.9%	0-136	0.3%	15%	False	False	549,400
20	124-010	120-157	3-173	2.9%	0-203	0.5%	74%	False	False	687,984
40	124-010	118-242	5-088	4.3%	0-186	0.5%	83%	False	False	673,113
60	124-010	118-242	5-088	4.3%	0-177	0.4%	83%	False	False	667,104
80	124-010	117-080	6-250	5.5%	0-158	0.4%	86%	False	False	532,252

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	125-197
2.618	124-256
1.618	124-096
1.000	123-317
0.618	123-256
HIGH	123-157
0.618	123-096
0.500	123-077
0.382	123-058
LOW	122-317
0.618	122-218
1.000	122-157
1.618	122-058
2.618	121-218
4.250	120-277

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	123-077	123-100
PP	123-063	123-078
S1	123-049	123-056

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols