ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 122-120 122-192 0-072 0.2% 122-190
High 122-280 122-195 -0-085 -0.2% 122-280
Low 122-120 122-045 -0-075 -0.2% 122-000
Close 122-200 122-117 -0-083 -0.2% 122-200
Range 0-160 0-150 -0-010 -6.3% 0-280
ATR 0-142 0-143 0-001 0.6% 0-000
Volume 539,290 372,908 -166,382 -30.9% 1,069,903
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-249 123-173 122-200
R3 123-099 123-023 122-158
R2 122-269 122-269 122-144
R1 122-193 122-193 122-131 122-156
PP 122-119 122-119 122-119 122-100
S1 122-043 122-043 122-103 122-006
S2 121-289 121-289 122-090
S3 121-139 121-213 122-076
S4 120-309 121-063 122-034
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-040 124-240 123-034
R3 124-080 123-280 122-277
R2 123-120 123-120 122-251
R1 123-000 123-000 122-226 123-060
PP 122-160 122-160 122-160 122-190
S1 122-040 122-040 122-174 122-100
S2 121-200 121-200 122-149
S3 120-240 121-080 122-123
S4 119-280 120-120 122-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-280 122-000 0-280 0.7% 0-162 0.4% 42% False False 278,166
10 123-020 122-000 1-020 0.9% 0-143 0.4% 34% False False 147,272
20 123-020 120-160 2-180 2.1% 0-162 0.4% 73% False False 74,832
40 123-020 118-040 4-300 4.0% 0-081 0.2% 86% False False 37,431
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-192
2.618 123-268
1.618 123-118
1.000 123-025
0.618 122-288
HIGH 122-195
0.618 122-138
0.500 122-120
0.382 122-102
LOW 122-045
0.618 121-272
1.000 121-215
1.618 121-122
2.618 120-292
4.250 120-048
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 122-120 122-145
PP 122-119 122-136
S1 122-118 122-126

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

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