ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	122-282	122-272	-0-010	0.0%	122-192
High	123-037	122-275	-0-082	-0.2%	123-050
Low	122-237	122-195	-0-042	-0.1%	122-045
Close	122-280	122-240	-0-040	-0.1%	122-290
Range	0-120	0-080	-0-040	-33.3%	1-005
ATR	0-147	0-142	-0-004	-3.0%	0-000
Volume	525,911	419,734	-106,177	-20.2%	2,614,897

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-157	123-118	122-284
R3	123-077	123-038	122-262
R2	122-317	122-317	122-255
R1	122-278	122-278	122-247	122-258
PP	122-237	122-237	122-237	122-226
S1	122-198	122-198	122-233	122-178
S2	122-157	122-157	122-225
S3	122-077	122-118	122-218
S4	121-317	122-038	122-196

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-250	125-115	123-149
R3	124-245	124-110	123-059
R2	123-240	123-240	123-030
R1	123-105	123-105	123-000	123-172
PP	122-235	122-235	122-235	122-269
S1	122-100	122-100	122-260	122-168
S2	121-230	121-230	122-230
S3	120-225	121-095	122-201
S4	119-220	120-090	122-111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-050	122-107	0-263	0.7%	0-142	0.4%	51%	False	False	535,167
10	123-050	122-000	1-050	0.9%	0-151	0.4%	65%	False	False	454,278
20	123-050	121-270	1-100	1.1%	0-141	0.4%	69%	False	False	233,757
40	123-050	119-020	4-030	3.3%	0-102	0.3%	90%	False	False	117,122
60	123-050	117-270	5-100	4.3%	0-068	0.2%	92%	False	False	78,081

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-027
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	123-295
2.618	123-164
1.618	123-084
1.000	123-035
0.618	123-004
HIGH	122-275
0.618	122-244
0.500	122-235
0.382	122-226
LOW	122-195
0.618	122-146
1.000	122-115
1.618	122-066
2.618	121-306
4.250	121-175

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	122-238	122-265
PP	122-237	122-257
S1	122-235	122-248

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