ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	123-022	122-317	-0-025	-0.1%	123-097
High	123-082	123-112	0-030	0.1%	123-117
Low	122-172	122-307	0-135	0.3%	122-107
Close	122-297	123-097	0-120	0.3%	122-210
Range	0-230	0-125	-0-105	-45.7%	1-010
ATR	0-144	0-144	-0-001	-0.5%	0-000
Volume	557,741	597,468	39,727	7.1%	2,530,938

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-120	124-074	123-166
R3	123-315	123-269	123-131
R2	123-190	123-190	123-120
R1	123-144	123-144	123-108	123-167
PP	123-065	123-065	123-065	123-077
S1	123-019	123-019	123-086	123-042
S2	122-260	122-260	123-074
S3	122-135	122-214	123-063
S4	122-010	122-089	123-028

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	123-112	122-150	0-282	0.7%	0-137	0.3%	95%	True	False	481,944
10	123-117	122-107	1-010	0.8%	0-142	0.4%	94%	False	False	510,247
20	123-117	122-010	1-107	1.1%	0-142	0.4%	95%	False	False	498,653
40	123-117	119-140	3-297	3.2%	0-140	0.4%	98%	False	False	256,877
60	123-117	117-270	5-167	4.5%	0-093	0.2%	99%	False	False	171,257

Crabel Price Patterns
NR	True
NR4	False
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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-003
2.618	124-119
1.618	123-314
1.000	123-237
0.618	123-189
HIGH	123-112
0.618	123-064
0.500	123-050
0.382	123-035
LOW	122-307
0.618	122-230
1.000	122-182
1.618	122-105
2.618	121-300
4.250	121-096

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	123-081	123-059
PP	123-065	123-020
S1	123-050	122-302

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