ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 122-200 122-020 -0-180 -0.5% 120-260
High 122-200 122-090 -0-110 -0.3% 122-220
Low 121-270 122-020 0-070 0.2% 120-260
Close 122-010 122-090 0-080 0.2% 122-090
Range 0-250 0-070 -0-180 -72.0% 1-280
ATR 0-150 0-145 -0-005 -3.3% 0-000
Volume 1,271 10,480 9,209 724.5% 14,810
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 122-277 122-253 122-128
R3 122-207 122-183 122-109
R2 122-137 122-137 122-103
R1 122-113 122-113 122-096 122-125
PP 122-067 122-067 122-067 122-072
S1 122-043 122-043 122-084 122-055
S2 121-317 121-317 122-077
S3 121-247 121-293 122-071
S4 121-177 121-223 122-052
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 127-177 126-253 123-100
R3 125-217 124-293 122-255
R2 123-257 123-257 122-200
R1 123-013 123-013 122-145 123-135
PP 121-297 121-297 121-297 122-038
S1 121-053 121-053 122-035 121-175
S2 120-017 120-017 121-300
S3 118-057 119-093 121-245
S4 116-097 117-133 121-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-220 120-260 1-280 1.5% 0-256 0.7% 78% False False 2,962
10 122-220 120-160 2-060 1.8% 0-174 0.4% 81% False False 2,205
20 122-220 119-020 3-200 3.0% 0-088 0.2% 89% False False 1,120
40 122-220 117-270 4-270 4.0% 0-044 0.1% 92% False False 560
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-068
2.618 122-273
1.618 122-203
1.000 122-160
0.618 122-133
HIGH 122-090
0.618 122-063
0.500 122-055
0.382 122-047
LOW 122-020
0.618 121-297
1.000 121-270
1.618 121-227
2.618 121-157
4.250 121-042
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 122-078 122-085
PP 122-067 122-080
S1 122-055 122-075

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

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