ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 123-190 123-145 -0-045 -0.1% 123-185
High 123-235 123-260 0-025 0.1% 123-255
Low 123-112 123-097 -0-015 0.0% 122-317
Close 123-160 123-220 0-060 0.2% 123-167
Range 0-123 0-163 0-040 32.5% 0-258
ATR 0-168 0-168 0-000 -0.2% 0-000
Volume 216,013 137,438 -78,575 -36.4% 3,834,727
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-041 124-294 123-310
R3 124-198 124-131 123-265
R2 124-035 124-035 123-250
R1 123-288 123-288 123-235 124-002
PP 123-192 123-192 123-192 123-209
S1 123-125 123-125 123-205 123-158
S2 123-029 123-029 123-190
S3 122-186 122-282 123-175
S4 122-023 122-119 123-130
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
5 123-260 123-027 0-233 0.6% 0-144 0.4% 83% True False 532,301
10 123-260 122-317 0-263 0.7% 0-144 0.4% 85% True False 599,887
20 124-010 121-212 2-118 1.9% 0-185 0.5% 85% False False 644,146
40 124-010 119-035 4-295 4.0% 0-179 0.5% 93% False False 655,259
60 124-010 118-242 5-088 4.3% 0-178 0.4% 93% False False 664,447
80 124-010 117-150 6-180 5.3% 0-165 0.4% 95% False False 577,743
100 124-010 115-150 8-180 6.9% 0-137 0.3% 96% False False 462,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-313
2.618 125-047
1.618 124-204
1.000 124-103
0.618 124-041
HIGH 123-260
0.618 123-198
0.500 123-178
0.382 123-159
LOW 123-097
0.618 122-316
1.000 122-254
1.618 122-153
2.618 121-310
4.250 121-044
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 123-206 123-206
PP 123-192 123-192
S1 123-178 123-178

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

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