ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 120-130 120-140 0-010 0.0% 120-262
High 120-222 120-245 0-023 0.1% 120-315
Low 120-087 120-065 -0-022 -0.1% 120-042
Close 120-140 120-222 0-082 0.2% 120-165
Range 0-135 0-180 0-045 33.3% 0-273
ATR 0-156 0-158 0-002 1.1% 0-000
Volume 569,904 521,529 -48,375 -8.5% 2,606,297
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-077 122-010 121-001
R3 121-217 121-150 120-272
R2 121-037 121-037 120-255
R1 120-290 120-290 120-238 121-004
PP 120-177 120-177 120-177 120-194
S1 120-110 120-110 120-206 120-144
S2 119-317 119-317 120-189
S3 119-137 119-250 120-172
S4 118-277 119-070 120-123
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
5 120-267 120-042 0-225 0.6% 0-141 0.4% 80% False False 537,994
10 120-315 120-042 0-273 0.7% 0-131 0.3% 66% False False 566,891
20 121-032 118-242 2-110 1.9% 0-176 0.5% 83% False False 665,296
40 121-032 118-242 2-110 1.9% 0-164 0.4% 83% False False 651,932
60 121-032 117-030 4-002 3.3% 0-141 0.4% 90% False False 469,375
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 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-050
2.618 122-076
1.618 121-216
1.000 121-105
0.618 121-036
HIGH 120-245
0.618 120-176
0.500 120-155
0.382 120-134
LOW 120-065
0.618 119-274
1.000 119-205
1.618 119-094
2.618 118-234
4.250 117-260
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 120-200 120-200
PP 120-177 120-177
S1 120-155 120-155

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

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