ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 123-205 123-245 0-040 0.1% 123-260
High 123-280 124-060 0-100 0.3% 124-060
Low 123-205 123-242 0-037 0.1% 123-172
Close 123-272 124-032 0-080 0.2% 124-032
Range 0-075 0-138 0-063 84.0% 0-208
ATR 0-151 0-150 -0-001 -0.6% 0-000
Volume 20,281 13,790 -6,491 -32.0% 88,835
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-099 125-043 124-108
R3 124-281 124-225 124-070
R2 124-143 124-143 124-057
R1 124-087 124-087 124-045 124-115
PP 124-005 124-005 124-005 124-018
S1 123-269 123-269 124-019 123-297
S2 123-187 123-187 124-007
S3 123-049 123-131 123-314
S4 122-231 122-313 123-276
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-285 125-207 124-146
R3 125-077 124-319 124-089
R2 124-189 124-189 124-070
R1 124-111 124-111 124-051 124-150
PP 123-301 123-301 123-301 124-001
S1 123-223 123-223 124-013 123-262
S2 123-093 123-093 123-314
S3 122-205 123-015 123-295
S4 121-317 122-127 123-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 123-170 0-210 0.5% 0-113 0.3% 87% True False 31,313
10 124-060 123-027 1-033 0.9% 0-129 0.3% 92% True False 281,807
20 124-060 122-310 1-070 1.0% 0-132 0.3% 93% True False 424,788
40 124-060 120-042 4-018 3.3% 0-167 0.4% 98% True False 563,210
60 124-060 118-242 5-138 4.4% 0-172 0.4% 98% True False 607,775
80 124-060 117-220 6-160 5.2% 0-164 0.4% 99% True False 578,795
100 124-060 116-070 7-310 6.4% 0-143 0.4% 99% True False 464,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-006
2.618 125-101
1.618 124-283
1.000 124-198
0.618 124-145
HIGH 124-060
0.618 124-007
0.500 123-311
0.382 123-295
LOW 123-242
0.618 123-157
1.000 123-104
1.618 123-019
2.618 122-201
4.250 121-296
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 124-018 124-007
PP 124-005 123-301
S1 123-311 123-276

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

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