ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 122-290 122-257 -0-033 -0.1% 122-282
High 123-030 123-030 0-000 0.0% 123-100
Low 122-242 122-222 -0-020 -0.1% 122-195
Close 122-272 122-245 -0-027 -0.1% 123-077
Range 0-108 0-128 0-020 18.5% 0-225
ATR 0-139 0-138 -0-001 -0.6% 0-000
Volume 499,310 582,402 83,092 16.6% 1,988,805
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-016 123-259 122-315
R3 123-208 123-131 122-280
R2 123-080 123-080 122-268
R1 123-003 123-003 122-257 122-298
PP 122-272 122-272 122-272 122-260
S1 122-195 122-195 122-233 122-170
S2 122-144 122-144 122-222
S3 122-016 122-067 122-210
S4 121-208 121-259 122-175
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-052 124-290 123-201
R3 124-147 124-065 123-139
R2 123-242 123-242 123-118
R1 123-160 123-160 123-098 123-201
PP 123-017 123-017 123-017 123-038
S1 122-255 122-255 123-056 122-296
S2 122-112 122-112 123-036
S3 121-207 122-030 123-015
S4 120-302 121-125 122-273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-117 122-222 0-215 0.5% 0-129 0.3% 11% False True 510,840
10 123-117 122-107 1-010 0.8% 0-136 0.3% 42% False False 523,003
20 123-117 122-000 1-117 1.1% 0-140 0.4% 56% False False 360,568
40 123-117 119-020 4-097 3.5% 0-118 0.3% 86% False False 180,977
60 123-117 117-270 5-167 4.5% 0-079 0.2% 89% False False 120,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-254
2.618 124-045
1.618 123-237
1.000 123-158
0.618 123-109
HIGH 123-030
0.618 122-301
0.500 122-286
0.382 122-271
LOW 122-222
0.618 122-143
1.000 122-094
1.618 122-015
2.618 121-207
4.250 120-318
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 122-286 123-010
PP 122-272 122-301
S1 122-259 122-273

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

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