ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 122-310 123-087 0-097 0.2% 122-000
High 123-117 123-120 0-003 0.0% 123-300
Low 122-310 123-027 0-037 0.1% 121-315
Close 123-105 123-057 -0-048 -0.1% 123-105
Range 0-127 0-093 -0-034 -26.8% 1-305
ATR 0-214 0-205 -0-009 -4.0% 0-000
Volume 503,699 314,839 -188,860 -37.5% 4,177,446
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-027 123-295 123-108
R3 123-254 123-202 123-083
R2 123-161 123-161 123-074
R1 123-109 123-109 123-066 123-088
PP 123-068 123-068 123-068 123-058
S1 123-016 123-016 123-048 122-316
S2 122-295 122-295 123-040
S3 122-202 122-243 123-031
S4 122-109 122-150 123-006
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 128-302 128-028 124-129
R3 126-317 126-043 123-277
R2 125-012 125-012 123-220
R1 124-058 124-058 123-162 124-195
PP 123-027 123-027 123-027 123-095
S1 122-073 122-073 123-048 122-210
S2 121-042 121-042 122-310
S3 119-057 120-088 122-253
S4 117-072 118-103 122-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 122-032 1-268 1.5% 0-242 0.6% 59% False False 726,075
10 123-300 121-180 2-120 1.9% 0-245 0.6% 68% False False 784,688
20 123-300 120-042 3-258 3.1% 0-203 0.5% 80% False False 691,289
40 123-300 118-242 5-058 4.2% 0-191 0.5% 85% False False 685,037
60 123-300 118-040 5-260 4.7% 0-174 0.4% 87% False False 642,427
80 123-300 116-070 7-230 6.3% 0-147 0.4% 90% False False 484,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-043
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 124-195
2.618 124-043
1.618 123-270
1.000 123-213
0.618 123-177
HIGH 123-120
0.618 123-084
0.500 123-074
0.382 123-063
LOW 123-027
0.618 122-290
1.000 122-254
1.618 122-197
2.618 122-104
4.250 121-272
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 123-074 123-076
PP 123-068 123-070
S1 123-062 123-063

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

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