ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 123-260 123-230 -0-030 -0.1% 123-160
High 124-002 123-242 -0-080 -0.2% 124-027
Low 123-217 123-172 -0-045 -0.1% 123-027
Close 123-247 123-212 -0-035 -0.1% 123-265
Range 0-105 0-070 -0-035 -33.3% 1-000
ATR 0-164 0-157 -0-006 -3.9% 0-000
Volume 34,634 20,130 -14,504 -41.9% 1,703,268
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-099 124-065 123-250
R3 124-029 123-315 123-231
R2 123-279 123-279 123-225
R1 123-245 123-245 123-218 123-227
PP 123-209 123-209 123-209 123-200
S1 123-175 123-175 123-206 123-157
S2 123-139 123-139 123-199
S3 123-069 123-105 123-193
S4 122-319 123-035 123-174
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% 0-128 0.3% 46% False False 95,189
10 124-027 122-317 1-030 0.9% 0-140 0.4% 61% False False 458,286
20 124-027 122-302 1-045 0.9% 0-141 0.4% 63% False False 513,883
40 124-027 120-042 3-305 3.2% 0-169 0.4% 89% False False 596,900
60 124-027 118-242 5-105 4.3% 0-176 0.4% 92% False False 635,170
80 124-027 117-220 6-127 5.2% 0-164 0.4% 93% False False 578,859
100 124-027 116-030 7-317 6.5% 0-140 0.4% 95% False False 463,743
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 False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 124-220
2.618 124-105
1.618 124-035
1.000 123-312
0.618 123-285
HIGH 123-242
0.618 123-215
0.500 123-207
0.382 123-199
LOW 123-172
0.618 123-129
1.000 123-102
1.618 123-059
2.618 122-309
4.250 122-194
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 123-210 123-258
PP 123-209 123-243
S1 123-207 123-228

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

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