ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 123-097 123-160 0-063 0.2% 123-185
High 123-255 123-165 -0-090 -0.2% 123-255
Low 123-090 123-027 -0-063 -0.2% 122-317
Close 123-167 123-097 -0-070 -0.2% 123-167
Range 0-165 0-138 -0-027 -16.4% 0-258
ATR 0-176 0-174 -0-003 -1.5% 0-000
Volume 1,025,971 594,419 -431,552 -42.1% 3,834,727
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-190 124-122 123-173
R3 124-052 123-304 123-135
R2 123-234 123-234 123-122
R1 123-166 123-166 123-110 123-131
PP 123-096 123-096 123-096 123-079
S1 123-028 123-028 123-084 122-313
S2 122-278 122-278 123-072
S3 122-140 122-210 123-059
S4 122-002 122-072 123-021
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% 0-155 0.4% 39% False False 803,141
10 124-010 122-317 1-013 0.8% 0-143 0.4% 30% False False 647,955
20 124-010 121-180 2-150 2.0% 0-194 0.5% 71% False False 716,321
40 124-010 118-302 5-028 4.1% 0-182 0.5% 86% False False 680,252
60 124-010 118-242 5-088 4.3% 0-177 0.4% 86% False False 675,828
80 124-010 117-150 6-180 5.3% 0-163 0.4% 89% False False 564,918
100 124-010 115-000 9-010 7.3% 0-134 0.3% 92% False False 452,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-112
2.618 124-206
1.618 124-068
1.000 123-303
0.618 123-250
HIGH 123-165
0.618 123-112
0.500 123-096
0.382 123-080
LOW 123-027
0.618 122-262
1.000 122-209
1.618 122-124
2.618 121-306
4.250 121-080
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 123-097 123-131
PP 123-096 123-120
S1 123-096 123-108

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

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