ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 119-317 120-125 0-128 0.3% 120-002
High 120-182 120-277 0-095 0.2% 120-277
Low 119-315 120-090 0-095 0.2% 119-257
Close 120-140 120-242 0-102 0.3% 120-242
Range 0-187 0-187 0-000 0.0% 1-020
ATR 0-136 0-140 0-004 2.6% 0-000
Volume 806,292 491,939 -314,353 -39.0% 2,910,401
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-124 122-050 121-025
R3 121-257 121-183 120-293
R2 121-070 121-070 120-276
R1 120-316 120-316 120-259 121-033
PP 120-203 120-203 120-203 120-222
S1 120-129 120-129 120-225 120-166
S2 120-016 120-016 120-208
S3 119-149 119-262 120-191
S4 118-282 119-075 120-139
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-212 123-087 121-109
R3 122-192 122-067 121-016
R2 121-172 121-172 120-304
R1 121-047 121-047 120-273 121-110
PP 120-152 120-152 120-152 120-183
S1 120-027 120-027 120-211 120-090
S2 119-132 119-132 120-180
S3 118-112 119-007 120-148
S4 117-092 117-307 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-277 119-257 1-020 0.9% 0-140 0.4% 90% True False 582,080
10 120-277 119-065 1-212 1.4% 0-159 0.4% 93% True False 655,386
20 120-277 118-250 2-027 1.7% 0-149 0.4% 95% True False 640,591
40 120-277 117-030 3-247 3.1% 0-120 0.3% 97% True False 355,949
Crabel Price Patterns
NR False
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 0-026
Fibonacci Retracements and Extensions
4.250 123-112
2.618 122-127
1.618 121-260
1.000 121-144
0.618 121-073
HIGH 120-277
0.618 120-206
0.500 120-184
0.382 120-161
LOW 120-090
0.618 119-294
1.000 119-223
1.618 119-107
2.618 118-240
4.250 117-255
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 120-222 120-200
PP 120-203 120-159
S1 120-184 120-117

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

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