ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 117-142 117-170 0-028 0.1% 117-135
High 117-202 117-252 0-050 0.1% 117-255
Low 117-120 117-152 0-032 0.1% 117-100
Close 117-162 117-245 0-083 0.2% 117-162
Range 0-082 0-100 0-018 22.0% 0-155
ATR 0-144 0-141 -0-003 -2.2% 0-000
Volume 403,415 437,174 33,759 8.4% 2,132,569
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-196 118-161 117-300
R3 118-096 118-061 117-272
R2 117-316 117-316 117-263
R1 117-281 117-281 117-254 117-298
PP 117-216 117-216 117-216 117-225
S1 117-181 117-181 117-236 117-198
S2 117-116 117-116 117-227
S3 117-016 117-081 117-218
S4 116-236 116-301 117-190
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-317 118-235 117-247
R3 118-162 118-080 117-205
R2 118-007 118-007 117-190
R1 117-245 117-245 117-176 117-286
PP 117-172 117-172 117-172 117-193
S1 117-090 117-090 117-148 117-131
S2 117-017 117-017 117-134
S3 116-182 116-255 117-119
S4 116-027 116-100 117-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-255 117-100 0-155 0.4% 0-105 0.3% 94% False False 513,948
10 117-255 116-080 1-175 1.3% 0-134 0.4% 98% False False 539,417
20 117-255 116-047 1-208 1.4% 0-135 0.4% 98% False False 547,629
40 118-250 115-285 2-285 2.5% 0-160 0.4% 65% False False 617,395
60 118-250 115-040 3-210 3.1% 0-145 0.4% 72% False False 440,509
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-037
2.618 118-194
1.618 118-094
1.000 118-032
0.618 117-314
HIGH 117-252
0.618 117-214
0.500 117-202
0.382 117-190
LOW 117-152
0.618 117-090
1.000 117-052
1.618 116-310
2.618 116-210
4.250 116-047
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 117-231 117-225
PP 117-216 117-206
S1 117-202 117-186

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

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