ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 119-000 119-100 0-100 0.3% 118-110
High 119-000 119-100 0-100 0.3% 119-000
Low 119-000 119-100 0-100 0.3% 118-040
Close 119-000 119-140 0-140 0.4% 119-000
Range
ATR 0-104 0-103 0-000 -0.2% 0-000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 119-113 119-127 119-140
R3 119-113 119-127 119-140
R2 119-113 119-113 119-140
R1 119-127 119-127 119-140 119-120
PP 119-113 119-113 119-113 119-110
S1 119-127 119-127 119-140 119-120
S2 119-113 119-113 119-140
S3 119-113 119-127 119-140
S4 119-113 119-127 119-140
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-107 121-013 119-154
R3 120-147 120-053 119-077
R2 119-187 119-187 119-051
R1 119-093 119-093 119-026 119-140
PP 118-227 118-227 118-227 118-250
S1 118-133 118-133 118-294 118-180
S2 117-267 117-267 118-269
S3 116-307 117-173 118-243
S4 116-027 116-213 118-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-100 118-040 1-060 1.0% 0-000 0.0% 111% True False 1
10 119-120 117-270 1-170 1.3% 0-000 0.0% 104% False False 1
20 119-200 117-270 1-250 1.5% 0-000 0.0% 89% 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
4.250 119-100
2.618 119-100
1.618 119-100
1.000 119-100
0.618 119-100
HIGH 119-100
0.618 119-100
0.500 119-100
0.382 119-100
LOW 119-100
0.618 119-100
1.000 119-100
1.618 119-100
2.618 119-100
4.250 119-100
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 119-127 119-063
PP 119-113 118-307
S1 119-100 118-230

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

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