ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 123-145 123-250 0-105 0.3% 123-160
High 123-260 124-027 0-087 0.2% 124-027
Low 123-097 123-170 0-073 0.2% 123-027
Close 123-220 123-265 0-045 0.1% 123-265
Range 0-163 0-177 0-014 8.6% 1-000
ATR 0-168 0-168 0-001 0.4% 0-000
Volume 137,438 67,731 -69,707 -50.7% 1,703,268
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-152 125-065 124-042
R3 124-295 124-208 123-314
R2 124-118 124-118 123-297
R1 124-031 124-031 123-281 124-074
PP 123-261 123-261 123-261 123-282
S1 123-174 123-174 123-249 123-218
S2 123-084 123-084 123-233
S3 122-227 122-317 123-216
S4 122-050 122-140 123-168
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 126-213 126-079 124-121
R3 125-213 125-079 124-033
R2 124-213 124-213 124-004
R1 124-079 124-079 123-294 124-146
PP 123-213 123-213 123-213 123-246
S1 123-079 123-079 123-236 123-146
S2 122-213 122-213 123-206
S3 121-213 122-079 123-177
S4 120-213 121-079 123-089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-027 123-027 1-000 0.8% 0-147 0.4% 74% True False 340,653
10 124-027 122-317 1-030 0.9% 0-148 0.4% 77% True False 553,799
20 124-027 121-315 2-032 1.7% 0-176 0.4% 88% True False 604,034
40 124-027 120-027 4-000 3.2% 0-174 0.4% 94% True False 634,274
60 124-027 118-242 5-105 4.3% 0-178 0.4% 95% True False 652,649
80 124-027 117-220 6-127 5.2% 0-165 0.4% 96% True False 578,488
100 124-027 115-200 8-147 6.8% 0-139 0.4% 97% True False 463,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-139
2.618 125-170
1.618 124-313
1.000 124-204
0.618 124-136
HIGH 124-027
0.618 123-279
0.500 123-258
0.382 123-238
LOW 123-170
0.618 123-061
1.000 122-313
1.618 122-204
2.618 122-027
4.250 121-058
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 123-263 123-251
PP 123-261 123-236
S1 123-258 123-222

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

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