ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 122-317 123-077 0-080 0.2% 122-250
High 123-112 123-120 0-008 0.0% 123-120
Low 122-307 122-262 -0-045 -0.1% 122-172
Close 123-097 122-300 -0-117 -0.3% 122-300
Range 0-125 0-178 0-053 42.4% 0-268
ATR 0-144 0-146 0-002 1.7% 0-000
Volume 597,468 623,177 25,709 4.3% 2,639,615
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-228 124-122 123-078
R3 124-050 123-264 123-029
R2 123-192 123-192 123-013
R1 123-086 123-086 122-316 123-050
PP 123-014 123-014 123-014 122-316
S1 122-228 122-228 122-284 122-192
S2 122-156 122-156 122-267
S3 121-298 122-050 122-251
S4 121-120 121-192 122-202
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-148 125-012 123-127
R3 124-200 124-064 123-054
R2 123-252 123-252 123-029
R1 123-116 123-116 123-005 123-184
PP 122-304 122-304 122-304 123-018
S1 122-168 122-168 122-275 122-236
S2 122-036 122-036 122-251
S3 121-088 121-220 122-226
S4 120-140 120-272 122-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 122-172 0-268 0.7% 0-155 0.4% 48% True False 527,923
10 123-120 122-107 1-013 0.8% 0-144 0.4% 58% True False 517,055
20 123-120 122-045 1-075 1.0% 0-142 0.4% 65% True False 515,677
40 123-120 120-080 3-040 2.5% 0-144 0.4% 86% True False 272,456
60 123-120 117-270 5-170 4.5% 0-096 0.2% 92% True False 181,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-236
2.618 124-266
1.618 124-088
1.000 123-298
0.618 123-230
HIGH 123-120
0.618 123-052
0.500 123-031
0.382 123-010
LOW 122-262
0.618 122-152
1.000 122-084
1.618 121-294
2.618 121-116
4.250 120-146
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 123-031 122-306
PP 123-014 122-304
S1 122-317 122-302

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

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