ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 118-110 118-250 0-140 0.4% 119-120
High 118-110 118-250 0-140 0.4% 119-120
Low 118-110 118-250 0-140 0.4% 117-270
Close 118-110 118-190 0-080 0.2% 117-270
Range
ATR 0-081 0-085 0-004 5.2% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 118-230 118-210 118-190
R3 118-230 118-210 118-190
R2 118-230 118-230 118-190
R1 118-210 118-210 118-190 118-220
PP 118-230 118-230 118-230 118-235
S1 118-210 118-210 118-190 118-220
S2 118-230 118-230 118-190
S3 118-230 118-210 118-190
S4 118-230 118-210 118-190
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-303 121-297 118-220
R3 121-133 120-127 118-085
R2 119-283 119-283 118-040
R1 118-277 118-277 117-315 118-195
PP 118-113 118-113 118-113 118-072
S1 117-107 117-107 117-225 117-025
S2 116-263 116-263 117-180
S3 115-093 115-257 117-135
S4 113-243 114-087 117-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-250 117-270 0-300 0.8% 0-000 0.0% 80% True False 1
10 119-200 117-270 1-250 1.5% 0-000 0.0% 42% 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
4.250 118-250
2.618 118-250
1.618 118-250
1.000 118-250
0.618 118-250
HIGH 118-250
0.618 118-250
0.500 118-250
0.382 118-250
LOW 118-250
0.618 118-250
1.000 118-250
1.618 118-250
2.618 118-250
4.250 118-250
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 118-250 118-160
PP 118-230 118-130
S1 118-210 118-100

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

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