ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 123-047 123-120 0-073 0.2% 121-095
High 123-215 123-170 -0-045 -0.1% 122-250
Low 123-002 122-302 -0-020 -0.1% 121-067
Close 123-115 123-035 -0-080 -0.2% 121-305
Range 0-213 0-188 -0-025 -11.7% 1-183
ATR 0-223 0-221 -0-003 -1.1% 0-000
Volume 997,415 818,550 -178,865 -17.9% 4,083,358
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-306 124-199 123-138
R3 124-118 124-011 123-087
R2 123-250 123-250 123-069
R1 123-143 123-143 123-052 123-102
PP 123-062 123-062 123-062 123-042
S1 122-275 122-275 123-018 122-234
S2 122-194 122-194 123-001
S3 122-006 122-087 122-303
S4 121-138 121-219 122-252
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% 1-005 0.8% 64% False False 908,746
10 123-300 120-182 3-118 2.7% 0-277 0.7% 75% False False 852,957
20 123-300 120-042 3-258 3.1% 0-203 0.5% 78% False False 701,632
40 123-300 118-242 5-058 4.2% 0-193 0.5% 84% False False 699,268
60 123-300 117-220 6-080 5.1% 0-175 0.4% 87% False False 630,130
80 123-300 116-070 7-230 6.3% 0-145 0.4% 89% False False 473,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-046
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-009
2.618 125-022
1.618 124-154
1.000 124-038
0.618 123-286
HIGH 123-170
0.618 123-098
0.500 123-076
0.382 123-054
LOW 122-302
0.618 122-186
1.000 122-114
1.618 121-318
2.618 121-130
4.250 120-143
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 123-076 123-025
PP 123-062 123-016
S1 123-049 123-006

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

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