ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 122-000 122-202 0-202 0.5% 121-095
High 122-272 123-300 1-028 0.9% 122-250
Low 121-315 122-032 0-037 0.1% 121-067
Close 122-187 123-117 0-250 0.6% 121-305
Range 0-277 1-268 0-311 112.3% 1-183
ATR 0-196 0-224 0-028 14.3% 0-000
Volume 861,908 995,874 133,966 15.5% 4,083,358
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 128-207 127-270 124-120
R3 126-259 126-002 123-279
R2 124-311 124-311 123-225
R1 124-054 124-054 123-171 124-182
PP 123-043 123-043 123-043 123-107
S1 122-106 122-106 123-063 122-234
S2 121-095 121-095 123-009
S3 119-147 120-158 122-275
S4 117-199 118-210 122-114
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
5 123-300 121-212 2-088 1.8% 1-008 0.8% 75% True False 886,197
10 123-300 120-125 3-175 2.9% 0-261 0.7% 84% True False 792,942
20 123-300 120-042 3-258 3.1% 0-196 0.5% 85% True False 679,916
40 123-300 118-242 5-058 4.2% 0-194 0.5% 89% True False 695,814
60 123-300 117-220 6-080 5.1% 0-172 0.4% 91% True False 600,518
80 123-300 116-030 7-270 6.4% 0-140 0.4% 93% True False 451,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 131-239
2.618 128-239
1.618 126-291
1.000 125-248
0.618 125-023
HIGH 123-300
0.618 123-075
0.500 123-006
0.382 122-257
LOW 122-032
0.618 120-309
1.000 120-084
1.618 119-041
2.618 117-093
4.250 114-093
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 123-080 123-057
PP 123-043 122-316
S1 123-006 122-256

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.