ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 118-040 119-000 0-280 0.7% 118-110
High 118-040 119-000 0-280 0.7% 119-000
Low 118-040 119-000 0-280 0.7% 118-040
Close 118-040 119-000 0-280 0.7% 119-000
Range
ATR 0-090 0-104 0-014 15.1% 0-000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 119-000 119-000 119-000
R3 119-000 119-000 119-000
R2 119-000 119-000 119-000
R1 119-000 119-000 119-000 119-000
PP 119-000 119-000 119-000 119-000
S1 119-000 119-000 119-000 119-000
S2 119-000 119-000 119-000
S3 119-000 119-000 119-000
S4 119-000 119-000 119-000
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-107 121-013 119-154
R3 120-147 120-053 119-077
R2 119-187 119-187 119-051
R1 119-093 119-093 119-026 119-140
PP 118-227 118-227 118-227 118-250
S1 118-133 118-133 118-294 118-180
S2 117-267 117-267 118-269
S3 116-307 117-173 118-243
S4 116-027 116-213 118-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-270 1-050 1.0% 0-000 0.0% 100% True False 1
10 119-200 117-270 1-250 1.5% 0-000 0.0% 65% 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
4.250 119-000
2.618 119-000
1.618 119-000
1.000 119-000
0.618 119-000
HIGH 119-000
0.618 119-000
0.500 119-000
0.382 119-000
LOW 119-000
0.618 119-000
1.000 119-000
1.618 119-000
2.618 119-000
4.250 119-000
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 119-000 118-273
PP 119-000 118-227
S1 119-000 118-180

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

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