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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols