ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 123-160 123-105 -0-055 -0.1% 123-185
High 123-165 123-235 0-070 0.2% 123-255
Low 123-027 123-102 0-075 0.2% 122-317
Close 123-097 123-195 0-098 0.2% 123-167
Range 0-138 0-133 -0-005 -3.6% 0-258
ATR 0-174 0-171 -0-003 -1.5% 0-000
Volume 594,419 687,667 93,248 15.7% 3,834,727
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-256 124-199 123-268
R3 124-123 124-066 123-232
R2 123-310 123-310 123-219
R1 123-253 123-253 123-207 123-282
PP 123-177 123-177 123-177 123-192
S1 123-120 123-120 123-183 123-148
S2 123-044 123-044 123-171
S3 122-231 122-307 123-158
S4 122-098 122-174 123-122
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% 0-153 0.4% 77% False False 821,384
10 124-010 122-317 1-013 0.8% 0-143 0.4% 59% False False 671,654
20 124-010 121-212 2-118 1.9% 0-191 0.5% 82% False False 711,635
40 124-010 119-035 4-295 4.0% 0-180 0.5% 91% False False 681,856
60 124-010 118-242 5-088 4.3% 0-178 0.4% 92% False False 679,730
80 124-010 117-150 6-180 5.3% 0-163 0.4% 94% False False 573,458
100 124-010 115-050 8-280 7.2% 0-134 0.3% 95% False False 459,015
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 True
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-160
2.618 124-263
1.618 124-130
1.000 124-048
0.618 123-317
HIGH 123-235
0.618 123-184
0.500 123-168
0.382 123-153
LOW 123-102
0.618 123-020
1.000 122-289
1.618 122-207
2.618 122-074
4.250 121-177
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 123-186 123-177
PP 123-177 123-159
S1 123-168 123-141

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

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