ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 123-140 123-105 -0-035 -0.1% 123-087
High 123-202 123-157 -0-045 -0.1% 124-010
Low 123-060 122-317 -0-063 -0.2% 123-027
Close 123-120 123-035 -0-085 -0.2% 123-165
Range 0-142 0-160 0-018 12.7% 0-303
ATR 0-179 0-178 -0-001 -0.8% 0-000
Volume 596,455 796,622 200,167 33.6% 2,365,243
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-223 124-129 123-123
R3 124-063 123-289 123-079
R2 123-223 123-223 123-064
R1 123-129 123-129 123-050 123-096
PP 123-063 123-063 123-063 123-046
S1 122-289 122-289 123-020 122-256
S2 122-223 122-223 123-006
S3 122-063 122-129 122-311
S4 121-223 121-289 122-267
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
5 124-010 122-317 1-013 0.8% 0-150 0.4% 11% False True 598,913
10 124-010 122-302 1-028 0.9% 0-136 0.3% 15% False False 549,400
20 124-010 120-157 3-173 2.9% 0-203 0.5% 74% False False 687,984
40 124-010 118-242 5-088 4.3% 0-186 0.5% 83% False False 673,113
60 124-010 118-242 5-088 4.3% 0-177 0.4% 83% False False 667,104
80 124-010 117-080 6-250 5.5% 0-158 0.4% 86% False False 532,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-197
2.618 124-256
1.618 124-096
1.000 123-317
0.618 123-256
HIGH 123-157
0.618 123-096
0.500 123-077
0.382 123-058
LOW 122-317
0.618 122-218
1.000 122-157
1.618 122-058
2.618 121-218
4.250 120-277
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 123-077 123-100
PP 123-063 123-078
S1 123-049 123-056

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

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