ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 121-000 121-040 0-040 0.1% 119-060
High 121-000 121-040 0-040 0.1% 120-080
Low 120-260 121-040 0-100 0.3% 119-060
Close 120-270 121-120 0-170 0.4% 120-080
Range 0-060 0-000 -0-060 -100.0% 1-020
ATR 0-086 0-086 0-000 0.4% 0-000
Volume 2,673 1,681 -992 -37.1% 19
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 121-067 121-093 121-120
R3 121-067 121-093 121-120
R2 121-067 121-067 121-120
R1 121-093 121-093 121-120 121-080
PP 121-067 121-067 121-067 121-060
S1 121-093 121-093 121-120 121-080
S2 121-067 121-067 121-120
S3 121-067 121-093 121-120
S4 121-067 121-093 121-120
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
5 121-040 120-080 0-280 0.7% 0-042 0.1% 129% True False 992
10 121-040 119-060 1-300 1.6% 0-022 0.1% 113% True False 526
20 121-040 119-000 2-040 1.8% 0-011 0.0% 112% True False 265
Crabel Price Patterns
NR True
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 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-040
2.618 121-040
1.618 121-040
1.000 121-040
0.618 121-040
HIGH 121-040
0.618 121-040
0.500 121-040
0.382 121-040
LOW 121-040
0.618 121-040
1.000 121-040
1.618 121-040
2.618 121-040
4.250 121-040
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 121-093 121-060
PP 121-067 121-000
S1 121-040 120-260

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

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