ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 123-105 123-012 -0-093 -0.2% 123-087
High 123-157 123-175 0-018 0.0% 124-010
Low 122-317 123-007 0-010 0.0% 123-027
Close 123-035 123-120 0-085 0.2% 123-165
Range 0-160 0-168 0-008 5.0% 0-303
ATR 0-178 0-177 -0-001 -0.4% 0-000
Volume 796,622 1,002,241 205,619 25.8% 2,365,243
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-285 124-210 123-212
R3 124-117 124-042 123-166
R2 123-269 123-269 123-151
R1 123-194 123-194 123-135 123-232
PP 123-101 123-101 123-101 123-119
S1 123-026 123-026 123-105 123-064
S2 122-253 122-253 123-089
S3 122-085 122-178 123-074
S4 121-237 122-010 123-028
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
5 123-230 122-317 0-233 0.6% 0-144 0.4% 53% False False 667,472
10 124-010 122-310 1-020 0.9% 0-134 0.3% 38% False False 567,769
20 124-010 120-182 3-148 2.8% 0-206 0.5% 81% False False 710,363
40 124-010 118-242 5-088 4.3% 0-186 0.5% 88% False False 678,122
60 124-010 118-242 5-088 4.3% 0-177 0.4% 88% False False 671,747
80 124-010 117-150 6-180 5.3% 0-160 0.4% 90% False False 544,770
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 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-249
2.618 124-295
1.618 124-127
1.000 124-023
0.618 123-279
HIGH 123-175
0.618 123-111
0.500 123-091
0.382 123-071
LOW 123-007
0.618 122-223
1.000 122-159
1.618 122-055
2.618 121-207
4.250 120-253
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 123-110 123-113
PP 123-101 123-106
S1 123-091 123-100

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

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