ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	119-120	119-040	-0-080	-0.2%	118-270
High	119-120	119-040	-0-080	-0.2%	119-200
Low	119-120	119-040	-0-080	-0.2%	118-250
Close	119-120	118-190	-0-250	-0.7%	119-200
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-303	118-247	118-190
R3	118-303	118-247	118-190
R2	118-303	118-303	118-190
R1	118-247	118-247	118-190	118-275
PP	118-303	118-303	118-303	118-318
S1	118-247	118-247	118-190	118-275
S2	118-303	118-303	118-190
S3	118-303	118-247	118-190
S4	118-303	118-247	118-190

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-280	121-190	120-028
R3	121-010	120-240	119-274
R2	120-060	120-060	119-250
R1	119-290	119-290	119-225	120-015
PP	119-110	119-110	119-110	119-132
S1	119-020	119-020	119-175	119-065
S2	118-160	118-160	119-150
S3	117-210	118-070	119-126
S4	116-260	117-120	119-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-200	118-270	0-250	0.7%	0-000	0.0%	-32%	False	False	1
10	119-200	118-250	0-270	0.7%	0-000	0.0%	-22%	False	False	1

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	119-040
2.618	119-040
1.618	119-040
1.000	119-040
0.618	119-040
HIGH	119-040
0.618	119-040
0.500	119-040
0.382	119-040
LOW	119-040
0.618	119-040
1.000	119-040
1.618	119-040
2.618	119-040
4.250	119-040

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	119-040	119-120
PP	118-303	119-037
S1	118-247	118-273

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