ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 123-105 123-190 0-085 0.2% 123-185
High 123-235 123-235 0-000 0.0% 123-255
Low 123-102 123-112 0-010 0.0% 122-317
Close 123-195 123-160 -0-035 -0.1% 123-167
Range 0-133 0-123 -0-010 -7.5% 0-258
ATR 0-171 0-168 -0-003 -2.0% 0-000
Volume 687,667 216,013 -471,654 -68.6% 3,834,727
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-218 124-152 123-228
R3 124-095 124-029 123-194
R2 123-292 123-292 123-183
R1 123-226 123-226 123-171 123-198
PP 123-169 123-169 123-169 123-155
S1 123-103 123-103 123-149 123-074
S2 123-046 123-046 123-137
S3 122-243 122-300 123-126
S4 122-120 122-177 123-092
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
5 123-255 123-007 0-248 0.6% 0-145 0.4% 62% False False 705,262
10 124-010 122-317 1-013 0.8% 0-148 0.4% 49% False False 652,087
20 124-010 121-212 2-118 1.9% 0-191 0.5% 78% False False 684,764
40 124-010 119-035 4-295 4.0% 0-179 0.5% 89% False False 669,641
60 124-010 118-242 5-088 4.3% 0-177 0.4% 90% False False 674,035
80 124-010 117-150 6-180 5.3% 0-165 0.4% 92% False False 576,131
100 124-010 115-060 8-270 7.2% 0-135 0.3% 94% False False 461,175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-118
2.618 124-237
1.618 124-114
1.000 124-038
0.618 123-311
HIGH 123-235
0.618 123-188
0.500 123-174
0.382 123-159
LOW 123-112
0.618 123-036
1.000 122-309
1.618 122-233
2.618 122-110
4.250 121-229
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 123-174 123-150
PP 123-169 123-141
S1 123-164 123-131

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

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