ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 119-265 119-250 -0-015 0.0% 119-195
High 119-310 119-262 -0-048 -0.1% 120-055
Low 119-172 119-065 -0-107 -0.3% 119-130
Close 119-240 119-077 -0-163 -0.4% 119-260
Range 0-138 0-197 0-059 42.8% 0-245
ATR 0-121 0-127 0-005 4.5% 0-000
Volume 577,860 757,390 179,530 31.1% 3,025,202
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-086 120-278 119-185
R3 120-209 120-081 119-131
R2 120-012 120-012 119-113
R1 119-204 119-204 119-095 119-170
PP 119-135 119-135 119-135 119-117
S1 119-007 119-007 119-059 118-292
S2 118-258 118-258 119-041
S3 118-061 118-130 119-023
S4 117-184 117-253 118-289
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-030 121-230 120-075
R3 121-105 120-305 120-007
R2 120-180 120-180 119-305
R1 120-060 120-060 119-282 120-120
PP 119-255 119-255 119-255 119-285
S1 119-135 119-135 119-238 119-195
S2 119-010 119-010 119-215
S3 118-085 118-210 119-193
S4 117-160 117-285 119-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-055 119-065 0-310 0.8% 0-155 0.4% 4% False True 669,839
10 120-055 118-317 1-058 1.0% 0-149 0.4% 21% False False 645,965
20 120-055 117-220 2-155 2.1% 0-133 0.3% 63% False False 446,889
40 120-055 116-070 3-305 3.3% 0-092 0.2% 76% False False 225,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-139
2.618 121-138
1.618 120-261
1.000 120-139
0.618 120-064
HIGH 119-262
0.618 119-187
0.500 119-164
0.382 119-140
LOW 119-065
0.618 118-263
1.000 118-188
1.618 118-066
2.618 117-189
4.250 116-188
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 119-164 119-191
PP 119-135 119-153
S1 119-106 119-115

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

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