ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	122-190	122-150	-0-040	-0.1%	122-050
High	122-190	122-220	0-030	0.1%	123-020
Low	122-090	122-070	-0-020	-0.1%	122-020
Close	122-140	122-130	-0-010	0.0%	122-180
Range	0-100	0-150	0-050	50.0%	1-000
ATR	0-134	0-136	0-001	0.8%	0-000
Volume	51,980	35,684	-16,296	-31.4%	32,038

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-270	123-190	122-212
R3	123-120	123-040	122-171
R2	122-290	122-290	122-158
R1	122-210	122-210	122-144	122-175
PP	122-140	122-140	122-140	122-122
S1	122-060	122-060	122-116	122-025
S2	121-310	121-310	122-102
S3	121-160	121-230	122-089
S4	121-010	121-080	122-048

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-180	125-020	123-036
R3	124-180	124-020	122-268
R2	123-180	123-180	122-239
R1	123-020	123-020	122-209	123-100
PP	122-180	122-180	122-180	122-220
S1	122-020	122-020	122-151	122-100
S2	121-180	121-180	122-121
S3	120-180	121-020	122-092
S4	119-180	120-020	122-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-020	122-070	0-270	0.7%	0-128	0.3%	22%	False	True	22,879
10	123-020	121-270	1-070	1.0%	0-132	0.3%	46%	False	False	13,237
20	123-020	119-080	3-260	3.1%	0-128	0.3%	83%	False	False	7,088
40	123-020	117-270	5-070	4.3%	0-064	0.2%	87%	False	False	3,553

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-218
2.618	123-293
1.618	123-143
1.000	123-050
0.618	122-313
HIGH	122-220
0.618	122-163
0.500	122-145
0.382	122-127
LOW	122-070
0.618	121-297
1.000	121-240
1.618	121-147
2.618	120-317
4.250	120-072

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	122-145	122-155
PP	122-140	122-147
S1	122-135	122-138

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