ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 123-200 123-235 0-035 0.1% 123-260
High 123-295 123-240 -0-055 -0.1% 124-060
Low 123-190 123-087 -0-103 -0.3% 123-172
Close 123-207 123-155 -0-052 -0.1% 124-032
Range 0-105 0-153 0-048 45.7% 0-208
ATR 0-143 0-144 0-001 0.5% 0-000
Volume 12,511 17,935 5,424 43.4% 88,835
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-300 124-220 123-239
R3 124-147 124-067 123-197
R2 123-314 123-314 123-183
R1 123-234 123-234 123-169 123-198
PP 123-161 123-161 123-161 123-142
S1 123-081 123-081 123-141 123-044
S2 123-008 123-008 123-127
S3 122-175 122-248 123-113
S4 122-022 122-095 123-071
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
5 124-065 123-087 0-298 0.8% 0-126 0.3% 23% False True 11,705
10 124-065 123-087 0-298 0.8% 0-122 0.3% 23% False True 33,874
20 124-065 122-317 1-068 1.0% 0-135 0.3% 41% False False 342,981
40 124-065 120-042 4-023 3.3% 0-169 0.4% 82% False False 513,725
60 124-065 118-242 5-143 4.4% 0-172 0.4% 87% False False 567,553
80 124-065 118-070 5-315 4.8% 0-165 0.4% 88% False False 576,763
100 124-065 116-160 7-225 6.2% 0-147 0.4% 91% False False 464,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-250
2.618 125-001
1.618 124-168
1.000 124-073
0.618 124-015
HIGH 123-240
0.618 123-182
0.500 123-164
0.382 123-145
LOW 123-087
0.618 122-312
1.000 122-254
1.618 122-159
2.618 122-006
4.250 121-077
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 123-164 123-191
PP 123-161 123-179
S1 123-158 123-167

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

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