ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 120-160 120-262 0-102 0.3% 120-082
High 120-267 120-315 0-048 0.1% 121-032
Low 120-137 120-235 0-098 0.3% 120-027
Close 120-260 120-280 0-020 0.1% 120-260
Range 0-130 0-080 -0-050 -38.5% 1-005
ATR 0-175 0-168 -0-007 -3.9% 0-000
Volume 589,543 435,871 -153,672 -26.1% 3,520,922
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-197 121-158 121-004
R3 121-117 121-078 120-302
R2 121-037 121-037 120-295
R1 120-318 120-318 120-287 121-018
PP 120-277 120-277 120-277 120-286
S1 120-238 120-238 120-273 120-258
S2 120-197 120-197 120-265
S3 120-117 120-158 120-258
S4 120-037 120-078 120-236
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-228 123-089 121-119
R3 122-223 122-084 121-029
R2 121-218 121-218 121-000
R1 121-079 121-079 120-290 121-148
PP 120-213 120-213 120-213 120-248
S1 120-074 120-074 120-230 120-144
S2 119-208 119-208 120-200
S3 118-203 119-069 120-171
S4 117-198 118-064 120-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-032 120-107 0-245 0.6% 0-141 0.4% 71% False False 659,026
10 121-032 118-302 2-050 1.8% 0-180 0.5% 90% False False 690,478
20 121-032 118-242 2-110 1.9% 0-179 0.5% 90% False False 678,785
40 121-032 118-040 2-312 2.5% 0-159 0.4% 92% False False 617,996
60 121-032 116-070 4-282 4.0% 0-129 0.3% 95% False False 415,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 122-015
2.618 121-204
1.618 121-124
1.000 121-075
0.618 121-044
HIGH 120-315
0.618 120-284
0.500 120-275
0.382 120-266
LOW 120-235
0.618 120-186
1.000 120-155
1.618 120-106
2.618 120-026
4.250 119-215
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 120-278 120-262
PP 120-277 120-244
S1 120-275 120-226

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

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