ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	123-190	123-145	-0-045	-0.1%	123-185
High	123-235	123-260	0-025	0.1%	123-255
Low	123-112	123-097	-0-015	0.0%	122-317
Close	123-160	123-220	0-060	0.2%	123-167
Range	0-123	0-163	0-040	32.5%	0-258
ATR	0-168	0-168	0-000	-0.2%	0-000
Volume	216,013	137,438	-78,575	-36.4%	3,834,727

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-041	124-294	123-310
R3	124-198	124-131	123-265
R2	124-035	124-035	123-250
R1	123-288	123-288	123-235	124-002
PP	123-192	123-192	123-192	123-209
S1	123-125	123-125	123-205	123-158
S2	123-029	123-029	123-190
S3	122-186	122-282	123-175
S4	122-023	122-119	123-130

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-274	125-158	123-309
R3	125-016	124-220	123-238
R2	124-078	124-078	123-214
R1	123-282	123-282	123-191	123-211
PP	123-140	123-140	123-140	123-104
S1	123-024	123-024	123-143	122-273
S2	122-202	122-202	123-120
S3	121-264	122-086	123-096
S4	121-006	121-148	123-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-260	123-027	0-233	0.6%	0-144	0.4%	83%	True	False	532,301
10	123-260	122-317	0-263	0.7%	0-144	0.4%	85%	True	False	599,887
20	124-010	121-212	2-118	1.9%	0-185	0.5%	85%	False	False	644,146
40	124-010	119-035	4-295	4.0%	0-179	0.5%	93%	False	False	655,259
60	124-010	118-242	5-088	4.3%	0-178	0.4%	93%	False	False	664,447
80	124-010	117-150	6-180	5.3%	0-165	0.4%	95%	False	False	577,743
100	124-010	115-150	8-180	6.9%	0-137	0.3%	96%	False	False	462,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-313
2.618	125-047
1.618	124-204
1.000	124-103
0.618	124-041
HIGH	123-260
0.618	123-198
0.500	123-178
0.382	123-159
LOW	123-097
0.618	122-316
1.000	122-254
1.618	122-153
2.618	121-310
4.250	121-044

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	123-206	123-206
PP	123-192	123-192
S1	123-178	123-178

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