ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 124-065 123-267 -0-118 -0.3% 123-260
High 124-065 123-295 -0-090 -0.2% 124-060
Low 123-240 123-205 -0-035 -0.1% 123-172
Close 123-270 123-230 -0-040 -0.1% 124-032
Range 0-145 0-090 -0-055 -37.9% 0-208
ATR 0-150 0-146 -0-004 -2.9% 0-000
Volume 5,149 9,144 3,995 77.6% 88,835
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-193 124-142 123-280
R3 124-103 124-052 123-255
R2 124-013 124-013 123-246
R1 123-282 123-282 123-238 123-262
PP 123-243 123-243 123-243 123-234
S1 123-192 123-192 123-222 123-172
S2 123-153 123-153 123-214
S3 123-063 123-102 123-205
S4 122-293 123-012 123-180
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-285 125-207 124-146
R3 125-077 124-319 124-089
R2 124-189 124-189 124-070
R1 124-111 124-111 124-051 124-150
PP 123-301 123-301 123-301 124-001
S1 123-223 123-223 124-013 123-262
S2 123-093 123-093 123-314
S3 122-205 123-015 123-295
S4 121-317 122-127 123-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-065 123-172 0-213 0.5% 0-104 0.3% 27% False False 13,698
10 124-065 123-097 0-288 0.7% 0-122 0.3% 46% False False 121,197
20 124-065 122-317 1-068 1.0% 0-132 0.3% 60% False False 384,576
40 124-065 120-042 4-023 3.3% 0-168 0.4% 88% False False 537,932
60 124-065 118-242 5-143 4.4% 0-171 0.4% 91% False False 584,883
80 124-065 118-040 6-025 4.9% 0-164 0.4% 92% False False 577,964
100 124-065 116-070 7-315 6.5% 0-144 0.4% 94% False False 464,226
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-038
2.618 124-211
1.618 124-121
1.000 124-065
0.618 124-031
HIGH 123-295
0.618 123-261
0.500 123-250
0.382 123-239
LOW 123-205
0.618 123-149
1.000 123-115
1.618 123-059
2.618 122-289
4.250 122-142
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 123-250 123-295
PP 123-243 123-273
S1 123-237 123-252

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

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