ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 123-267 123-200 -0-067 -0.2% 123-260
High 123-295 123-295 0-000 0.0% 124-060
Low 123-205 123-190 -0-015 0.0% 123-172
Close 123-230 123-207 -0-023 -0.1% 124-032
Range 0-090 0-105 0-015 16.7% 0-208
ATR 0-146 0-143 -0-003 -2.0% 0-000
Volume 9,144 12,511 3,367 36.8% 88,835
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-226 124-161 123-265
R3 124-121 124-056 123-236
R2 124-016 124-016 123-226
R1 123-271 123-271 123-217 123-304
PP 123-231 123-231 123-231 123-247
S1 123-166 123-166 123-197 123-198
S2 123-126 123-126 123-188
S3 123-021 123-061 123-178
S4 122-236 122-276 123-149
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
5 124-065 123-190 0-195 0.5% 0-111 0.3% 9% False True 12,175
10 124-065 123-097 0-288 0.7% 0-119 0.3% 38% False False 53,682
20 124-065 122-317 1-068 1.0% 0-131 0.3% 54% False False 362,668
40 124-065 120-042 4-023 3.3% 0-167 0.4% 86% False False 523,948
60 124-065 118-242 5-143 4.4% 0-171 0.4% 90% False False 576,759
80 124-065 118-070 5-315 4.8% 0-164 0.4% 91% False False 577,649
100 124-065 116-160 7-225 6.2% 0-145 0.4% 93% False False 464,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-101
2.618 124-250
1.618 124-145
1.000 124-080
0.618 124-040
HIGH 123-295
0.618 123-255
0.500 123-242
0.382 123-230
LOW 123-190
0.618 123-125
1.000 123-085
1.618 123-020
2.618 122-235
4.250 122-064
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 123-242 123-288
PP 123-231 123-261
S1 123-219 123-234

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

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