ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 120-212 120-102 -0-110 -0.3% 120-262
High 120-245 120-197 -0-048 -0.1% 120-315
Low 120-042 120-097 0-055 0.1% 120-042
Close 120-107 120-165 0-058 0.2% 120-165
Range 0-203 0-100 -0-103 -50.7% 0-273
ATR 0-162 0-158 -0-004 -2.7% 0-000
Volume 667,669 504,005 -163,664 -24.5% 2,606,297
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-133 121-089 120-220
R3 121-033 120-309 120-192
R2 120-253 120-253 120-183
R1 120-209 120-209 120-174 120-231
PP 120-153 120-153 120-153 120-164
S1 120-109 120-109 120-156 120-131
S2 120-053 120-053 120-147
S3 119-273 120-009 120-138
S4 119-173 119-229 120-110
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-033 122-212 120-315
R3 122-080 121-259 120-240
R2 121-127 121-127 120-215
R1 120-306 120-306 120-190 120-240
PP 120-174 120-174 120-174 120-141
S1 120-033 120-033 120-140 119-287
S2 119-221 119-221 120-115
S3 118-268 119-080 120-090
S4 117-315 118-127 120-015
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% 0-120 0.3% 45% False False 521,259
10 121-032 120-027 1-005 0.8% 0-141 0.4% 42% False False 612,721
20 121-032 118-242 2-110 1.9% 0-179 0.5% 75% False False 666,383
40 121-032 118-130 2-222 2.2% 0-164 0.4% 78% False False 655,021
60 121-032 117-000 4-032 3.4% 0-136 0.4% 86% False False 451,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-302
2.618 121-139
1.618 121-039
1.000 120-297
0.618 120-259
HIGH 120-197
0.618 120-159
0.500 120-147
0.382 120-135
LOW 120-097
0.618 120-035
1.000 119-317
1.618 119-255
2.618 119-155
4.250 118-312
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 120-159 120-162
PP 120-153 120-158
S1 120-147 120-154

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

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