ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 123-150 123-190 0-040 0.1% 123-087
High 124-010 123-230 -0-100 -0.3% 124-010
Low 123-132 123-095 -0-037 -0.1% 123-027
Close 123-165 123-165 0-000 0.0% 123-165
Range 0-198 0-135 -0-063 -31.8% 0-303
ATR 0-192 0-188 -0-004 -2.1% 0-000
Volume 659,446 528,606 -130,840 -19.8% 2,365,243
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-248 124-182 123-239
R3 124-113 124-047 123-202
R2 123-298 123-298 123-190
R1 123-232 123-232 123-177 123-198
PP 123-163 123-163 123-163 123-146
S1 123-097 123-097 123-153 123-062
S2 123-028 123-028 123-140
S3 122-213 122-282 123-128
S4 122-078 122-147 123-091
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 126-123 125-287 124-012
R3 125-140 124-304 123-248
R2 124-157 124-157 123-221
R1 124-001 124-001 123-193 124-079
PP 123-174 123-174 123-174 123-213
S1 123-018 123-018 123-137 123-096
S2 122-191 122-191 123-109
S3 121-208 122-035 123-082
S4 120-225 121-052 122-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-010 123-027 0-303 0.8% 0-127 0.3% 46% False False 473,048
10 124-010 121-315 2-015 1.7% 0-203 0.5% 75% False False 654,268
20 124-010 120-065 3-265 3.1% 0-204 0.5% 87% False False 685,288
40 124-010 118-242 5-088 4.3% 0-192 0.5% 90% False False 675,835
60 124-010 118-130 5-200 4.6% 0-177 0.4% 91% False False 665,110
80 124-010 117-000 7-010 5.7% 0-153 0.4% 93% False False 509,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-164
2.618 124-263
1.618 124-128
1.000 124-045
0.618 123-313
HIGH 123-230
0.618 123-178
0.500 123-162
0.382 123-147
LOW 123-095
0.618 123-012
1.000 122-280
1.618 122-197
2.618 122-062
4.250 121-161
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 123-164 123-210
PP 123-163 123-195
S1 123-162 123-180

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

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