ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	123-105	123-012	-0-093	-0.2%	123-087
High	123-157	123-175	0-018	0.0%	124-010
Low	122-317	123-007	0-010	0.0%	123-027
Close	123-035	123-120	0-085	0.2%	123-165
Range	0-160	0-168	0-008	5.0%	0-303
ATR	0-178	0-177	-0-001	-0.4%	0-000
Volume	796,622	1,002,241	205,619	25.8%	2,365,243

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-285	124-210	123-212
R3	124-117	124-042	123-166
R2	123-269	123-269	123-151
R1	123-194	123-194	123-135	123-232
PP	123-101	123-101	123-101	123-119
S1	123-026	123-026	123-105	123-064
S2	122-253	122-253	123-089
S3	122-085	122-178	123-074
S4	121-237	122-010	123-028

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	123-230	122-317	0-233	0.6%	0-144	0.4%	53%	False	False	667,472
10	124-010	122-310	1-020	0.9%	0-134	0.3%	38%	False	False	567,769
20	124-010	120-182	3-148	2.8%	0-206	0.5%	81%	False	False	710,363
40	124-010	118-242	5-088	4.3%	0-186	0.5%	88%	False	False	678,122
60	124-010	118-242	5-088	4.3%	0-177	0.4%	88%	False	False	671,747
80	124-010	117-150	6-180	5.3%	0-160	0.4%	90%	False	False	544,770

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-249
2.618	124-295
1.618	124-127
1.000	124-023
0.618	123-279
HIGH	123-175
0.618	123-111
0.500	123-091
0.382	123-071
LOW	123-007
0.618	122-223
1.000	122-159
1.618	122-055
2.618	121-207
4.250	120-253

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	123-110	123-113
PP	123-101	123-106
S1	123-091	123-100

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