ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 117-170 117-240 0-070 0.2% 117-135
High 117-252 118-017 0-085 0.2% 117-255
Low 117-152 117-220 0-068 0.2% 117-100
Close 117-245 117-317 0-072 0.2% 117-162
Range 0-100 0-117 0-017 17.0% 0-155
ATR 0-141 0-139 -0-002 -1.2% 0-000
Volume 437,174 442,676 5,502 1.3% 2,132,569
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-002 118-277 118-061
R3 118-205 118-160 118-029
R2 118-088 118-088 118-018
R1 118-043 118-043 118-008 118-066
PP 117-291 117-291 117-291 117-303
S1 117-246 117-246 117-306 117-268
S2 117-174 117-174 117-296
S3 117-057 117-129 117-285
S4 116-260 117-012 117-253
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
5 118-017 117-120 0-217 0.6% 0-098 0.3% 91% True False 452,826
10 118-017 116-115 1-222 1.4% 0-135 0.4% 96% True False 549,215
20 118-017 116-047 1-290 1.6% 0-136 0.4% 97% True False 542,751
40 118-250 115-285 2-285 2.4% 0-161 0.4% 73% False False 616,251
60 118-250 115-040 3-210 3.1% 0-146 0.4% 78% False False 447,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-194
2.618 119-003
1.618 118-206
1.000 118-134
0.618 118-089
HIGH 118-017
0.618 117-292
0.500 117-278
0.382 117-265
LOW 117-220
0.618 117-148
1.000 117-103
1.618 117-031
2.618 116-234
4.250 116-043
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 117-304 117-288
PP 117-291 117-258
S1 117-278 117-228

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

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