ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 120-265 120-212 -0-053 -0.1% 120-082
High 120-267 120-245 -0-022 -0.1% 121-032
Low 120-180 120-042 -0-138 -0.4% 120-027
Close 120-217 120-107 -0-110 -0.3% 120-260
Range 0-087 0-203 0-116 133.3% 1-005
ATR 0-159 0-162 0-003 2.0% 0-000
Volume 426,864 667,669 240,805 56.4% 3,520,922
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-100 121-307 120-219
R3 121-217 121-104 120-163
R2 121-014 121-014 120-144
R1 120-221 120-221 120-126 120-176
PP 120-131 120-131 120-131 120-109
S1 120-018 120-018 120-088 119-293
S2 119-248 119-248 120-070
S3 119-045 119-135 120-051
S4 118-162 118-252 119-315
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
5 120-315 120-042 0-273 0.7% 0-126 0.3% 24% False True 538,367
10 121-032 119-035 1-317 1.7% 0-168 0.4% 62% False False 653,036
20 121-032 118-242 2-110 1.9% 0-183 0.5% 67% False False 681,497
40 121-032 118-130 2-222 2.2% 0-163 0.4% 72% False False 652,524
60 121-032 116-170 4-182 3.8% 0-135 0.4% 83% False False 442,844
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 0-036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-148
2.618 122-136
1.618 121-253
1.000 121-128
0.618 121-050
HIGH 120-245
0.618 120-167
0.500 120-144
0.382 120-120
LOW 120-042
0.618 119-237
1.000 119-159
1.618 119-034
2.618 118-151
4.250 117-139
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 120-144 120-171
PP 120-131 120-150
S1 120-119 120-128

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

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