ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 117-270 118-110 0-160 0.4% 119-120
High 117-270 118-110 0-160 0.4% 119-120
Low 117-270 118-110 0-160 0.4% 117-270
Close 117-270 118-110 0-160 0.4% 117-270
Range
ATR 0-075 0-081 0-006 8.1% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 118-110 118-110 118-110
R3 118-110 118-110 118-110
R2 118-110 118-110 118-110
R1 118-110 118-110 118-110 118-110
PP 118-110 118-110 118-110 118-110
S1 118-110 118-110 118-110 118-110
S2 118-110 118-110 118-110
S3 118-110 118-110 118-110
S4 118-110 118-110 118-110
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-303 121-297 118-220
R3 121-133 120-127 118-085
R2 119-283 119-283 118-040
R1 118-277 118-277 117-315 118-195
PP 118-113 118-113 118-113 118-072
S1 117-107 117-107 117-225 117-025
S2 116-263 116-263 117-180
S3 115-093 115-257 117-135
S4 113-243 114-087 117-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 117-270 1-090 1.1% 0-000 0.0% 39% False False 1
10 119-200 117-270 1-250 1.5% 0-000 0.0% 28% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 118-110
2.618 118-110
1.618 118-110
1.000 118-110
0.618 118-110
HIGH 118-110
0.618 118-110
0.500 118-110
0.382 118-110
LOW 118-110
0.618 118-110
1.000 118-110
1.618 118-110
2.618 118-110
4.250 118-110
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 118-110 118-083
PP 118-110 118-057
S1 118-110 118-030

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

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