ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 121-100 120-260 -0-160 -0.4% 120-160
High 121-100 121-220 0-120 0.3% 121-100
Low 120-170 120-260 0-090 0.2% 120-160
Close 120-270 121-160 0-210 0.5% 120-270
Range 0-250 0-280 0-030 12.0% 0-260
ATR 0-099 0-112 0-013 13.0% 0-000
Volume 2,286 512 -1,774 -77.6% 7,246
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-307 123-193 121-314
R3 123-027 122-233 121-237
R2 122-067 122-067 121-211
R1 121-273 121-273 121-186 122-010
PP 121-107 121-107 121-107 121-135
S1 120-313 120-313 121-134 121-050
S2 120-147 120-147 121-109
S3 119-187 120-033 121-083
S4 118-227 119-073 121-006
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-103 122-287 121-093
R3 122-163 122-027 121-022
R2 121-223 121-223 120-318
R1 121-087 121-087 120-294 121-155
PP 120-283 120-283 120-283 120-318
S1 120-147 120-147 120-246 120-215
S2 120-023 120-023 120-222
S3 119-083 119-207 120-198
S4 118-143 118-267 120-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-220 120-160 1-060 1.0% 0-148 0.4% 84% True False 1,501
10 121-220 119-080 2-140 2.0% 0-075 0.2% 92% True False 777
20 121-220 119-020 2-200 2.2% 0-038 0.1% 93% True False 405
40 121-220 117-270 3-270 3.2% 0-019 0.0% 95% True False 203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 125-130
2.618 123-313
1.618 123-033
1.000 122-180
0.618 122-073
HIGH 121-220
0.618 121-113
0.500 121-080
0.382 121-047
LOW 120-260
0.618 120-087
1.000 119-300
1.618 119-127
2.618 118-167
4.250 117-030
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 121-133 121-118
PP 121-107 121-077
S1 121-080 121-035

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

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