ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 120-260 121-210 0-270 0.7% 120-160
High 121-220 122-220 1-000 0.8% 121-100
Low 120-260 121-030 0-090 0.2% 120-160
Close 121-160 122-110 0-270 0.7% 120-270
Range 0-280 1-190 0-230 82.1% 0-260
ATR 0-112 0-141 0-028 25.3% 0-000
Volume 512 1,625 1,113 217.4% 7,246
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 126-263 126-057 123-070
R3 125-073 124-187 122-250
R2 123-203 123-203 122-204
R1 122-317 122-317 122-157 123-100
PP 122-013 122-013 122-013 122-065
S1 121-127 121-127 122-063 121-230
S2 120-143 120-143 122-016
S3 118-273 119-257 121-290
S4 117-083 118-067 121-150
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
5 122-220 120-170 2-050 1.8% 0-220 0.6% 84% True False 1,755
10 122-220 119-080 3-140 2.8% 0-125 0.3% 90% True False 939
20 122-220 119-020 3-200 3.0% 0-063 0.2% 91% True False 486
40 122-220 117-270 4-270 4.0% 0-032 0.1% 93% True False 243
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 0-025
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 129-148
2.618 126-275
1.618 125-085
1.000 124-090
0.618 123-215
HIGH 122-220
0.618 122-025
0.500 121-285
0.382 121-225
LOW 121-030
0.618 120-035
1.000 119-160
1.618 118-165
2.618 116-295
4.250 114-102
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 122-062 122-032
PP 122-013 121-273
S1 121-285 121-195

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

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