ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 123-087 123-042 -0-045 -0.1% 122-000
High 123-120 123-157 0-037 0.1% 123-300
Low 123-027 123-030 0-003 0.0% 121-315
Close 123-057 123-130 0-073 0.2% 123-105
Range 0-093 0-127 0-034 36.6% 1-305
ATR 0-205 0-200 -0-006 -2.7% 0-000
Volume 314,839 450,674 135,835 43.1% 4,177,446
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-167 124-115 123-200
R3 124-040 123-308 123-165
R2 123-233 123-233 123-153
R1 123-181 123-181 123-142 123-207
PP 123-106 123-106 123-106 123-118
S1 123-054 123-054 123-118 123-080
S2 122-299 122-299 123-107
S3 122-172 122-247 123-095
S4 122-045 122-120 123-060
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
5 123-215 122-302 0-233 0.6% 0-150 0.4% 64% False False 617,035
10 123-300 121-212 2-088 1.8% 0-239 0.6% 77% False False 751,616
20 123-300 120-042 3-258 3.1% 0-203 0.5% 86% False False 685,228
40 123-300 118-242 5-058 4.2% 0-191 0.5% 90% False False 683,805
60 123-300 118-070 5-230 4.6% 0-175 0.4% 91% False False 649,310
80 123-300 116-160 7-140 6.0% 0-149 0.4% 93% False False 489,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-057
2.618 124-169
1.618 124-042
1.000 123-284
0.618 123-235
HIGH 123-157
0.618 123-108
0.500 123-094
0.382 123-079
LOW 123-030
0.618 122-272
1.000 122-223
1.618 122-145
2.618 122-018
4.250 121-130
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 123-118 123-111
PP 123-106 123-092
S1 123-094 123-074

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

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