ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 123-250 123-260 0-010 0.0% 123-160
High 124-027 124-002 -0-025 -0.1% 124-027
Low 123-170 123-217 0-047 0.1% 123-027
Close 123-265 123-247 -0-018 0.0% 123-265
Range 0-177 0-105 -0-072 -40.7% 1-000
ATR 0-168 0-164 -0-005 -2.7% 0-000
Volume 67,731 34,634 -33,097 -48.9% 1,703,268
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-257 124-197 123-305
R3 124-152 124-092 123-276
R2 124-047 124-047 123-266
R1 123-307 123-307 123-257 123-284
PP 123-262 123-262 123-262 123-251
S1 123-202 123-202 123-237 123-180
S2 123-157 123-157 123-228
S3 123-052 123-097 123-218
S4 122-267 122-312 123-189
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
5 124-027 123-097 0-250 0.6% 0-140 0.4% 60% False False 228,696
10 124-027 122-317 1-030 0.9% 0-147 0.4% 71% False False 515,919
20 124-027 122-032 1-315 1.6% 0-167 0.4% 84% False False 562,670
40 124-027 120-042 3-305 3.2% 0-172 0.4% 92% False False 618,598
60 124-027 118-242 5-105 4.3% 0-178 0.4% 94% False False 644,466
80 124-027 117-220 6-127 5.2% 0-165 0.4% 95% False False 578,781
100 124-027 115-200 8-147 6.8% 0-140 0.4% 96% False False 463,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-128
2.618 124-277
1.618 124-172
1.000 124-107
0.618 124-067
HIGH 124-002
0.618 123-282
0.500 123-270
0.382 123-257
LOW 123-217
0.618 123-152
1.000 123-112
1.618 123-047
2.618 122-262
4.250 122-091
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 123-270 123-239
PP 123-262 123-230
S1 123-254 123-222

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

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