ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 122-110 122-200 0-090 0.2% 120-160
High 122-190 122-200 0-010 0.0% 121-100
Low 122-020 121-270 -0-070 -0.2% 120-160
Close 122-100 122-010 -0-090 -0.2% 120-270
Range 0-170 0-250 0-080 47.1% 0-260
ATR 0-143 0-150 0-008 5.4% 0-000
Volume 922 1,271 349 37.9% 7,246
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-163 124-017 122-148
R3 123-233 123-087 122-079
R2 122-303 122-303 122-056
R1 122-157 122-157 122-033 122-105
PP 122-053 122-053 122-053 122-028
S1 121-227 121-227 121-307 121-175
S2 121-123 121-123 121-284
S3 120-193 120-297 121-261
S4 119-263 120-047 121-192
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% 0-292 0.7% 70% False False 1,323
10 122-220 120-080 2-140 2.0% 0-167 0.4% 73% False False 1,157
20 122-220 119-020 3-200 3.0% 0-084 0.2% 82% False False 596
40 122-220 117-270 4-270 4.0% 0-042 0.1% 86% False False 298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-302
2.618 124-214
1.618 123-284
1.000 123-130
0.618 123-034
HIGH 122-200
0.618 122-104
0.500 122-075
0.382 122-046
LOW 121-270
0.618 121-116
1.000 121-020
1.618 120-186
2.618 119-256
4.250 118-168
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 122-075 121-315
PP 122-053 121-300
S1 122-032 121-285

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

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