ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 119-200 119-130 -0-070 -0.2% 119-100
High 119-200 119-130 -0-070 -0.2% 119-200
Low 119-200 119-130 -0-070 -0.2% 119-100
Close 119-160 119-130 -0-030 -0.1% 119-200
Range
ATR 0-079 0-076 -0-004 -4.4% 0-000
Volume 1 21 20 2,000.0% 5
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 119-130 119-130 119-130
R3 119-130 119-130 119-130
R2 119-130 119-130 119-130
R1 119-130 119-130 119-130 119-130
PP 119-130 119-130 119-130 119-130
S1 119-130 119-130 119-130 119-130
S2 119-130 119-130 119-130
S3 119-130 119-130 119-130
S4 119-130 119-130 119-130
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 120-147 120-113 119-255
R3 120-047 120-013 119-228
R2 119-267 119-267 119-218
R1 119-233 119-233 119-209 119-250
PP 119-167 119-167 119-167 119-175
S1 119-133 119-133 119-191 119-150
S2 119-067 119-067 119-182
S3 118-287 119-033 119-172
S4 118-187 118-253 119-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 119-120 0-100 0.3% 0-000 0.0% 10% False False 5
10 119-220 118-040 1-180 1.3% 0-000 0.0% 82% False False 3
20 119-220 117-270 1-270 1.5% 0-000 0.0% 85% False False 2
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
4.250 119-130
2.618 119-130
1.618 119-130
1.000 119-130
0.618 119-130
HIGH 119-130
0.618 119-130
0.500 119-130
0.382 119-130
LOW 119-130
0.618 119-130
1.000 119-130
1.618 119-130
2.618 119-130
4.250 119-130
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 119-130 119-175
PP 119-130 119-160
S1 119-130 119-145

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

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