ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 122-140 122-010 -0-130 -0.3% 122-050
High 122-170 122-190 0-020 0.1% 123-020
Low 122-000 122-010 0-010 0.0% 122-020
Close 122-050 122-140 0-090 0.2% 122-180
Range 0-170 0-180 0-010 5.9% 1-000
ATR 0-138 0-141 0-003 2.2% 0-000
Volume 160,253 282,696 122,443 76.4% 32,038
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-013 123-257 122-239
R3 123-153 123-077 122-190
R2 122-293 122-293 122-173
R1 122-217 122-217 122-156 122-255
PP 122-113 122-113 122-113 122-132
S1 122-037 122-037 122-124 122-075
S2 121-253 121-253 122-107
S3 121-073 121-177 122-090
S4 120-213 120-317 122-041
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
5 122-240 122-000 0-240 0.6% 0-146 0.4% 58% False False 109,534
10 123-020 122-000 1-020 0.9% 0-125 0.3% 41% False False 57,313
20 123-020 120-080 2-260 2.3% 0-146 0.4% 78% False False 29,235
40 123-020 117-270 5-070 4.3% 0-073 0.2% 88% False False 14,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-315
2.618 124-021
1.618 123-161
1.000 123-050
0.618 122-301
HIGH 122-190
0.618 122-121
0.500 122-100
0.382 122-079
LOW 122-010
0.618 121-219
1.000 121-150
1.618 121-039
2.618 120-179
4.250 119-205
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 122-127 122-130
PP 122-113 122-120
S1 122-100 122-110

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

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