ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 123-042 123-120 0-078 0.2% 122-000
High 123-157 123-172 0-015 0.0% 123-300
Low 123-030 123-090 0-060 0.2% 121-315
Close 123-130 123-155 0-025 0.1% 123-105
Range 0-127 0-082 -0-045 -35.4% 1-305
ATR 0-200 0-191 -0-008 -4.2% 0-000
Volume 450,674 411,678 -38,996 -8.7% 4,177,446
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-065 124-032 123-200
R3 123-303 123-270 123-178
R2 123-221 123-221 123-170
R1 123-188 123-188 123-163 123-204
PP 123-139 123-139 123-139 123-147
S1 123-106 123-106 123-147 123-122
S2 123-057 123-057 123-140
S3 122-295 123-024 123-132
S4 122-213 122-262 123-110
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
5 123-172 122-302 0-190 0.5% 0-123 0.3% 91% True False 499,888
10 123-300 121-212 2-088 1.8% 0-235 0.6% 80% False False 717,440
20 123-300 120-042 3-258 3.1% 0-203 0.5% 88% False False 684,469
40 123-300 118-242 5-058 4.2% 0-191 0.5% 91% False False 679,839
60 123-300 118-070 5-230 4.6% 0-174 0.4% 92% False False 654,691
80 123-300 116-160 7-140 6.0% 0-150 0.4% 94% False False 494,905
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 124-200
2.618 124-067
1.618 123-305
1.000 123-254
0.618 123-223
HIGH 123-172
0.618 123-141
0.500 123-131
0.382 123-121
LOW 123-090
0.618 123-039
1.000 123-008
1.618 122-277
2.618 122-195
4.250 122-062
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 123-147 123-136
PP 123-139 123-118
S1 123-131 123-100

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

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