ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 120-102 120-130 0-028 0.1% 120-262
High 120-197 120-222 0-025 0.1% 120-315
Low 120-097 120-087 -0-010 0.0% 120-042
Close 120-165 120-140 -0-025 -0.1% 120-165
Range 0-100 0-135 0-035 35.0% 0-273
ATR 0-158 0-156 -0-002 -1.0% 0-000
Volume 504,005 569,904 65,899 13.1% 2,606,297
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-235 121-162 120-214
R3 121-100 121-027 120-177
R2 120-285 120-285 120-165
R1 120-212 120-212 120-152 120-248
PP 120-150 120-150 120-150 120-168
S1 120-077 120-077 120-128 120-114
S2 120-015 120-015 120-115
S3 119-200 119-262 120-103
S4 119-065 119-127 120-066
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
5 120-300 120-042 0-258 0.7% 0-131 0.3% 38% False False 548,066
10 121-032 120-042 0-310 0.8% 0-136 0.4% 32% False False 603,546
20 121-032 118-242 2-110 1.9% 0-176 0.5% 72% False False 670,281
40 121-032 118-242 2-110 1.9% 0-163 0.4% 72% False False 655,436
60 121-032 117-030 4-002 3.3% 0-138 0.4% 83% False False 460,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-156
2.618 121-255
1.618 121-120
1.000 121-037
0.618 120-305
HIGH 120-222
0.618 120-170
0.500 120-154
0.382 120-139
LOW 120-087
0.618 120-004
1.000 119-272
1.618 119-189
2.618 119-054
4.250 118-153
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 120-154 120-144
PP 120-150 120-142
S1 120-145 120-141

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

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