ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 123-245 124-065 0-140 0.4% 123-260
High 124-060 124-065 0-005 0.0% 124-060
Low 123-242 123-240 -0-002 0.0% 123-172
Close 124-032 123-270 -0-082 -0.2% 124-032
Range 0-138 0-145 0-007 5.1% 0-208
ATR 0-150 0-150 0-000 -0.3% 0-000
Volume 13,790 5,149 -8,641 -62.7% 88,835
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-093 125-007 124-030
R3 124-268 124-182 123-310
R2 124-123 124-123 123-297
R1 124-037 124-037 123-283 124-008
PP 123-298 123-298 123-298 123-284
S1 123-212 123-212 123-257 123-182
S2 123-153 123-153 123-243
S3 123-008 123-067 123-230
S4 122-183 122-242 123-190
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
5 124-065 123-172 0-213 0.5% 0-107 0.3% 46% True False 18,796
10 124-065 123-027 1-038 0.9% 0-127 0.3% 68% True False 179,725
20 124-065 122-317 1-068 1.0% 0-132 0.3% 70% True False 399,861
40 124-065 120-042 4-023 3.3% 0-167 0.4% 91% True False 548,600
60 124-065 118-242 5-143 4.4% 0-172 0.4% 93% True False 593,064
80 124-065 117-220 6-165 5.3% 0-164 0.4% 94% True False 578,493
100 124-065 116-070 7-315 6.4% 0-144 0.4% 95% True False 464,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-041
2.618 125-125
1.618 124-300
1.000 124-210
0.618 124-155
HIGH 124-065
0.618 124-010
0.500 123-312
0.382 123-295
LOW 123-240
0.618 123-150
1.000 123-095
1.618 123-005
2.618 122-180
4.250 121-264
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 123-312 123-295
PP 123-298 123-287
S1 123-284 123-278

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

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