ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 120-217 121-095 0-198 0.5% 120-130
High 121-187 121-285 0-098 0.3% 121-187
Low 120-182 121-067 0-205 0.5% 120-065
Close 121-142 121-217 0-075 0.2% 121-142
Range 1-005 0-218 -0-107 -32.9% 1-122
ATR 0-165 0-169 0-004 2.3% 0-000
Volume 772,465 728,761 -43,704 -5.7% 3,079,713
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-204 123-108 122-017
R3 122-306 122-210 121-277
R2 122-088 122-088 121-257
R1 121-312 121-312 121-237 122-040
PP 121-190 121-190 121-190 121-214
S1 121-094 121-094 121-197 121-142
S2 120-292 120-292 121-177
S3 120-074 120-196 121-157
S4 119-176 119-298 121-097
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-071 124-228 122-065
R3 123-269 123-106 121-264
R2 122-147 122-147 121-223
R1 121-304 121-304 121-183 122-066
PP 121-025 121-025 121-025 121-065
S1 120-182 120-182 121-101 120-264
S2 119-223 119-223 121-061
S3 118-101 119-060 121-020
S4 116-299 117-258 120-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-285 120-065 1-220 1.4% 0-192 0.5% 87% True False 647,714
10 121-285 120-042 1-243 1.4% 0-161 0.4% 88% True False 597,890
20 121-285 118-302 2-303 2.4% 0-171 0.4% 93% True False 644,184
40 121-285 118-242 3-043 2.6% 0-168 0.4% 93% True False 655,581
60 121-285 117-150 4-135 3.6% 0-153 0.4% 95% True False 514,450
80 121-285 115-000 6-285 5.7% 0-119 0.3% 97% True False 386,093
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 123-216
1.618 122-318
1.000 122-183
0.618 122-100
HIGH 121-285
0.618 121-202
0.500 121-176
0.382 121-150
LOW 121-067
0.618 120-252
1.000 120-169
1.618 120-034
2.618 119-136
4.250 118-100
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 121-203 121-165
PP 121-190 121-113
S1 121-176 121-061

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

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