ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 119-140 120-080 0-260 0.7% 119-060
High 119-140 120-080 0-260 0.7% 120-080
Low 119-140 120-080 0-260 0.7% 119-060
Close 119-140 120-080 0-260 0.7% 120-080
Range
ATR 0-070 0-083 0-014 19.5% 0-000
Volume 9 2 -7 -77.8% 19
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 120-080 120-080 120-080
R3 120-080 120-080 120-080
R2 120-080 120-080 120-080
R1 120-080 120-080 120-080 120-080
PP 120-080 120-080 120-080 120-080
S1 120-080 120-080 120-080 120-080
S2 120-080 120-080 120-080
S3 120-080 120-080 120-080
S4 120-080 120-080 120-080
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-027 122-233 120-267
R3 122-007 121-213 120-174
R2 120-307 120-307 120-142
R1 120-193 120-193 120-111 120-250
PP 119-287 119-287 119-287 119-315
S1 119-173 119-173 120-049 119-230
S2 118-267 118-267 120-018
S3 117-247 118-153 119-306
S4 116-227 117-133 119-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-080 119-060 1-020 0.9% 0-002 0.0% 100% True False 3
10 120-080 119-020 1-060 1.0% 0-001 0.0% 100% True False 35
20 120-080 117-270 2-130 2.0% 0-000 0.0% 100% True False 18
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
4.250 120-080
2.618 120-080
1.618 120-080
1.000 120-080
0.618 120-080
HIGH 120-080
0.618 120-080
0.500 120-080
0.382 120-080
LOW 120-080
0.618 120-080
1.000 120-080
1.618 120-080
2.618 120-080
4.250 120-080
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 120-080 120-027
PP 120-080 119-293
S1 120-080 119-240

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

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