ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 123-012 123-097 0-085 0.2% 123-185
High 123-175 123-255 0-080 0.2% 123-255
Low 123-007 123-090 0-083 0.2% 122-317
Close 123-120 123-167 0-047 0.1% 123-167
Range 0-168 0-165 -0-003 -1.8% 0-258
ATR 0-177 0-176 -0-001 -0.5% 0-000
Volume 1,002,241 1,025,971 23,730 2.4% 3,834,727
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-026 124-261 123-258
R3 124-181 124-096 123-212
R2 124-016 124-016 123-197
R1 123-251 123-251 123-182 123-294
PP 123-171 123-171 123-171 123-192
S1 123-086 123-086 123-152 123-128
S2 123-006 123-006 123-137
S3 122-161 122-241 123-122
S4 121-316 122-076 123-076
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-274 125-158 123-309
R3 125-016 124-220 123-238
R2 124-078 124-078 123-214
R1 123-282 123-282 123-191 123-211
PP 123-140 123-140 123-140 123-104
S1 123-024 123-024 123-143 122-273
S2 122-202 122-202 123-120
S3 121-264 122-086 123-096
S4 121-006 121-148 123-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-255 122-317 0-258 0.7% 0-150 0.4% 66% True False 766,945
10 124-010 122-317 1-013 0.8% 0-138 0.3% 51% False False 619,997
20 124-010 121-067 2-263 2.3% 0-198 0.5% 82% False False 723,038
40 124-010 118-242 5-088 4.3% 0-183 0.5% 90% False False 680,543
60 124-010 118-242 5-088 4.3% 0-178 0.4% 90% False False 677,231
80 124-010 117-150 6-180 5.3% 0-162 0.4% 92% False False 557,583
100 124-010 115-000 9-010 7.3% 0-132 0.3% 94% False False 446,204
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-316
2.618 125-047
1.618 124-202
1.000 124-100
0.618 124-037
HIGH 123-255
0.618 123-192
0.500 123-172
0.382 123-153
LOW 123-090
0.618 122-308
1.000 122-245
1.618 122-143
2.618 121-298
4.250 121-029
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 123-172 123-153
PP 123-171 123-140
S1 123-169 123-126

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

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