ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 120-262 120-255 -0-007 0.0% 120-082
High 120-315 120-300 -0-015 0.0% 121-032
Low 120-235 120-172 -0-063 -0.2% 120-027
Close 120-280 120-257 -0-023 -0.1% 120-260
Range 0-080 0-128 0-048 60.0% 1-005
ATR 0-168 0-165 -0-003 -1.7% 0-000
Volume 435,871 571,888 136,017 31.2% 3,520,922
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-307 121-250 121-007
R3 121-179 121-122 120-292
R2 121-051 121-051 120-280
R1 120-314 120-314 120-269 121-022
PP 120-243 120-243 120-243 120-257
S1 120-186 120-186 120-245 120-214
S2 120-115 120-115 120-234
S3 119-307 120-058 120-222
S4 119-179 119-250 120-187
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
5 120-315 120-107 0-208 0.5% 0-122 0.3% 72% False False 595,788
10 121-032 119-035 1-317 1.6% 0-172 0.4% 85% False False 685,315
20 121-032 118-242 2-110 1.9% 0-179 0.5% 87% False False 682,382
40 121-032 118-070 2-282 2.4% 0-161 0.4% 90% False False 631,351
60 121-032 116-160 4-192 3.8% 0-131 0.3% 94% False False 424,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-204
2.618 121-315
1.618 121-187
1.000 121-108
0.618 121-059
HIGH 120-300
0.618 120-251
0.500 120-236
0.382 120-221
LOW 120-172
0.618 120-093
1.000 120-044
1.618 119-285
2.618 119-157
4.250 118-268
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 120-250 120-247
PP 120-243 120-236
S1 120-236 120-226

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

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