ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 123-120 123-150 0-030 0.1% 122-000
High 123-172 124-010 0-158 0.4% 123-300
Low 123-090 123-132 0-042 0.1% 121-315
Close 123-155 123-165 0-010 0.0% 123-105
Range 0-082 0-198 0-116 141.5% 1-305
ATR 0-191 0-192 0-000 0.3% 0-000
Volume 411,678 659,446 247,768 60.2% 4,177,446
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-163 125-042 123-274
R3 124-285 124-164 123-219
R2 124-087 124-087 123-201
R1 123-286 123-286 123-183 124-026
PP 123-209 123-209 123-209 123-239
S1 123-088 123-088 123-147 123-148
S2 123-011 123-011 123-129
S3 122-133 122-210 123-111
S4 121-255 122-012 123-056
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
5 124-010 122-310 1-020 0.9% 0-125 0.3% 51% True False 468,067
10 124-010 121-212 2-118 1.9% 0-225 0.6% 78% True False 688,406
20 124-010 120-065 3-265 3.1% 0-203 0.5% 87% True False 684,057
40 124-010 118-242 5-088 4.3% 0-193 0.5% 90% True False 682,777
60 124-010 118-130 5-200 4.6% 0-176 0.4% 91% True False 663,035
80 124-010 116-170 7-160 6.1% 0-152 0.4% 93% True False 503,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 126-212
2.618 125-208
1.618 125-010
1.000 124-208
0.618 124-132
HIGH 124-010
0.618 123-254
0.500 123-231
0.382 123-208
LOW 123-132
0.618 123-010
1.000 122-254
1.618 122-132
2.618 121-254
4.250 120-250
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 123-231 123-180
PP 123-209 123-175
S1 123-187 123-170

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

View Archives - Comment on this page... - Back to Index of Symbols