ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 123-230 123-205 -0-025 -0.1% 123-160
High 123-242 123-280 0-038 0.1% 124-027
Low 123-172 123-205 0-033 0.1% 123-027
Close 123-212 123-272 0-060 0.2% 123-265
Range 0-070 0-075 0-005 7.1% 1-000
ATR 0-157 0-151 -0-006 -3.7% 0-000
Volume 20,130 20,281 151 0.8% 1,703,268
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-157 124-130 123-313
R3 124-082 124-055 123-293
R2 124-007 124-007 123-286
R1 123-300 123-300 123-279 123-314
PP 123-252 123-252 123-252 123-259
S1 123-225 123-225 123-265 123-238
S2 123-177 123-177 123-258
S3 123-102 123-150 123-251
S4 123-027 123-075 123-231
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 126-213 126-079 124-121
R3 125-213 125-079 124-033
R2 124-213 124-213 124-004
R1 124-079 124-079 123-294 124-146
PP 123-213 123-213 123-213 123-246
S1 123-079 123-079 123-236 123-146
S2 122-213 122-213 123-206
S3 121-213 122-079 123-177
S4 120-213 121-079 123-089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-027 123-097 0-250 0.6% 0-118 0.3% 70% False False 56,042
10 124-027 123-007 1-020 0.9% 0-132 0.3% 78% False False 380,652
20 124-027 122-302 1-045 0.9% 0-134 0.3% 79% False False 465,026
40 124-027 120-042 3-305 3.2% 0-167 0.4% 94% False False 578,945
60 124-027 118-242 5-105 4.3% 0-174 0.4% 96% False False 622,885
80 124-027 117-220 6-127 5.2% 0-164 0.4% 96% False False 578,886
100 124-027 116-070 7-277 6.4% 0-141 0.4% 97% False False 463,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-279
2.618 124-156
1.618 124-081
1.000 124-035
0.618 124-006
HIGH 123-280
0.618 123-251
0.500 123-242
0.382 123-234
LOW 123-205
0.618 123-159
1.000 123-130
1.618 123-084
2.618 123-009
4.250 122-206
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 123-262 123-264
PP 123-252 123-255
S1 123-242 123-247

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

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