ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 117-110 117-150 0-040 0.1% 116-160
High 117-110 117-150 0-040 0.1% 117-070
Low 117-080 117-150 0-070 0.2% 116-160
Close 117-120 117-140 0-020 0.1% 117-070
Range 0-030 0-000 -0-030 -100.0% 0-230
ATR 0-054 0-052 -0-002 -3.2% 0-000
Volume 807 926 119 14.7% 4,628
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 117-147 117-143 117-140
R3 117-147 117-143 117-140
R2 117-147 117-147 117-140
R1 117-143 117-143 117-140 117-145
PP 117-147 117-147 117-147 117-148
S1 117-143 117-143 117-140 117-145
S2 117-147 117-147 117-140
S3 117-147 117-143 117-140
S4 117-147 117-143 117-140
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-043 118-287 117-196
R3 118-133 118-057 117-133
R2 117-223 117-223 117-112
R1 117-147 117-147 117-091 117-185
PP 116-313 116-313 116-313 117-012
S1 116-237 116-237 117-049 116-275
S2 116-083 116-083 117-028
S3 115-173 116-007 117-007
S4 114-263 115-097 116-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 117-000 0-150 0.4% 0-006 0.0% 93% True False 1,639
10 117-150 116-070 1-080 1.1% 0-016 0.0% 98% True False 952
20 117-150 115-000 2-150 2.1% 0-013 0.0% 99% True False 686
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-150
2.618 117-150
1.618 117-150
1.000 117-150
0.618 117-150
HIGH 117-150
0.618 117-150
0.500 117-150
0.382 117-150
LOW 117-150
0.618 117-150
1.000 117-150
1.618 117-150
2.618 117-150
4.250 117-150
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 117-150 117-123
PP 117-147 117-107
S1 117-143 117-090

Download as Excel Spreadsheet

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

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