ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 123-035 123-022 -0-013 0.0% 123-097
High 123-072 123-082 0-010 0.0% 123-117
Low 122-290 122-172 -0-118 -0.3% 122-107
Close 123-027 122-297 -0-050 -0.1% 122-210
Range 0-102 0-230 0-128 125.5% 1-010
ATR 0-138 0-144 0-007 4.8% 0-000
Volume 382,938 557,741 174,803 45.6% 2,530,938
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-020 124-229 123-104
R3 124-110 123-319 123-040
R2 123-200 123-200 123-019
R1 123-089 123-089 122-318 123-030
PP 122-290 122-290 122-290 122-261
S1 122-179 122-179 122-276 122-120
S2 122-060 122-060 122-255
S3 121-150 121-269 122-234
S4 120-240 121-039 122-170
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-281 125-096 123-072
R3 124-271 124-086 122-301
R2 123-261 123-261 122-270
R1 123-076 123-076 122-240 123-004
PP 122-251 122-251 122-251 122-215
S1 122-066 122-066 122-180 121-314
S2 121-241 121-241 122-150
S3 120-231 121-056 122-119
S4 119-221 120-046 122-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-082 122-107 0-295 0.7% 0-148 0.4% 64% True False 487,773
10 123-117 122-107 1-010 0.8% 0-139 0.4% 58% False False 499,306
20 123-117 122-000 1-117 1.1% 0-145 0.4% 68% False False 476,792
40 123-117 119-080 4-037 3.3% 0-137 0.3% 89% False False 241,940
60 123-117 117-270 5-167 4.5% 0-091 0.2% 92% False False 161,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 126-100
2.618 125-044
1.618 124-134
1.000 123-312
0.618 123-224
HIGH 123-082
0.618 122-314
0.500 122-287
0.382 122-260
LOW 122-172
0.618 122-030
1.000 121-262
1.618 121-120
2.618 120-210
4.250 119-154
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 122-294 122-294
PP 122-290 122-290
S1 122-287 122-287

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

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