ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 119-217 119-097 -0-120 -0.3% 118-315
High 119-220 120-090 0-190 0.5% 120-090
Low 119-052 119-035 -0-017 0.0% 118-302
Close 119-082 120-045 0-283 0.7% 120-045
Range 0-168 1-055 0-207 123.2% 1-108
ATR 0-167 0-182 0-015 8.9% 0-000
Volume 712,699 907,155 194,456 27.3% 2,947,989
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-115 122-295 120-251
R3 122-060 121-240 120-148
R2 121-005 121-005 120-114
R1 120-185 120-185 120-079 120-255
PP 119-270 119-270 119-270 119-305
S1 119-130 119-130 120-011 119-200
S2 118-215 118-215 119-296
S3 117-160 118-075 119-262
S4 116-105 117-020 119-159
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-256 123-099 120-280
R3 122-148 121-311 120-163
R2 121-040 121-040 120-123
R1 120-203 120-203 120-084 120-282
PP 119-252 119-252 119-252 119-292
S1 119-095 119-095 120-006 119-174
S2 118-144 118-144 119-287
S3 117-036 117-307 119-247
S4 115-248 116-199 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-090 118-242 1-168 1.3% 0-217 0.6% 91% True False 710,808
10 120-307 118-242 2-065 1.8% 0-217 0.6% 63% False False 720,044
20 120-307 118-242 2-065 1.8% 0-184 0.5% 63% False False 689,399
40 120-307 117-220 3-087 2.7% 0-156 0.4% 75% False False 522,702
60 120-307 115-200 5-107 4.4% 0-115 0.3% 85% False False 349,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 125-084
2.618 123-112
1.618 122-057
1.000 121-145
0.618 121-002
HIGH 120-090
0.618 119-267
0.500 119-222
0.382 119-178
LOW 119-035
0.618 118-123
1.000 117-300
1.618 117-068
2.618 116-013
4.250 114-041
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 119-318 119-318
PP 119-270 119-270
S1 119-222 119-222

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

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