ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 122-217 122-000 -0-217 -0.6% 121-095
High 122-250 122-272 0-022 0.1% 122-250
Low 121-212 121-315 0-103 0.3% 121-067
Close 121-305 122-187 0-202 0.5% 121-305
Range 1-038 0-277 -0-081 -22.6% 1-183
ATR 0-189 0-196 0-007 3.7% 0-000
Volume 869,983 861,908 -8,075 -0.9% 4,083,358
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-022 124-222 123-019
R3 124-065 123-265 122-263
R2 123-108 123-108 122-238
R1 122-308 122-308 122-212 123-048
PP 122-151 122-151 122-151 122-182
S1 122-031 122-031 122-162 122-091
S2 121-194 121-194 122-136
S3 120-237 121-074 122-111
S4 119-280 120-117 122-035
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 126-223 125-287 122-262
R3 125-040 124-104 122-123
R2 123-177 123-177 122-077
R1 122-241 122-241 122-031 123-049
PP 121-314 121-314 121-314 122-058
S1 121-058 121-058 121-259 121-186
S2 120-131 120-131 121-213
S3 118-268 119-195 121-167
S4 117-085 118-012 121-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-272 121-180 1-092 1.1% 0-248 0.6% 79% True False 843,301
10 122-272 120-065 2-207 2.2% 0-220 0.6% 90% True False 745,507
20 122-272 120-042 2-230 2.2% 0-178 0.5% 90% True False 674,526
40 122-272 118-242 4-030 3.3% 0-183 0.5% 94% True False 685,364
60 122-272 117-220 5-052 4.2% 0-165 0.4% 95% True False 584,152
80 122-272 115-200 7-072 5.9% 0-133 0.3% 96% True False 438,760
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 0-031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-169
2.618 125-037
1.618 124-080
1.000 123-229
0.618 123-123
HIGH 122-272
0.618 122-166
0.500 122-134
0.382 122-101
LOW 121-315
0.618 121-144
1.000 121-038
1.618 120-187
2.618 119-230
4.250 118-098
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 122-169 122-152
PP 122-151 122-117
S1 122-134 122-082

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

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