ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 123-235 123-165 -0-070 -0.2% 124-065
High 123-240 123-197 -0-043 -0.1% 124-065
Low 123-087 123-135 0-048 0.1% 123-087
Close 123-155 123-177 0-022 0.1% 123-177
Range 0-153 0-062 -0-091 -59.5% 0-298
ATR 0-144 0-138 -0-006 -4.1% 0-000
Volume 17,935 2,925 -15,010 -83.7% 47,664
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-036 124-008 123-211
R3 123-294 123-266 123-194
R2 123-232 123-232 123-188
R1 123-204 123-204 123-183 123-218
PP 123-170 123-170 123-170 123-176
S1 123-142 123-142 123-171 123-156
S2 123-108 123-108 123-166
S3 123-046 123-080 123-160
S4 122-304 123-018 123-143
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 126-150 125-302 124-021
R3 125-172 125-004 123-259
R2 124-194 124-194 123-232
R1 124-026 124-026 123-204 123-281
PP 123-216 123-216 123-216 123-184
S1 123-048 123-048 123-150 122-303
S2 122-238 122-238 123-122
S3 121-260 122-070 123-095
S4 120-282 121-092 123-013
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% 0-111 0.3% 30% False False 9,532
10 124-065 123-087 0-298 0.8% 0-112 0.3% 30% False False 20,423
20 124-065 122-317 1-068 1.0% 0-128 0.3% 46% False False 310,155
40 124-065 120-065 4-000 3.2% 0-165 0.4% 84% False False 497,106
60 124-065 118-242 5-143 4.4% 0-171 0.4% 88% False False 558,570
80 124-065 118-130 5-255 4.7% 0-164 0.4% 89% False False 574,815
100 124-065 116-170 7-215 6.2% 0-147 0.4% 92% False False 464,549
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 124-140
2.618 124-039
1.618 123-297
1.000 123-259
0.618 123-235
HIGH 123-197
0.618 123-173
0.500 123-166
0.382 123-159
LOW 123-135
0.618 123-097
1.000 123-073
1.618 123-035
2.618 122-293
4.250 122-192
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 123-173 123-191
PP 123-170 123-186
S1 123-166 123-182

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

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