ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 119-130 119-020 -0-110 -0.3% 119-100
High 119-130 119-020 -0-110 -0.3% 119-200
Low 119-130 119-020 -0-110 -0.3% 119-100
Close 119-130 119-020 -0-110 -0.3% 119-200
Range
ATR 0-076 0-078 0-002 3.2% 0-000
Volume 21 21 0 0.0% 5
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 119-020 119-020 119-020
R3 119-020 119-020 119-020
R2 119-020 119-020 119-020
R1 119-020 119-020 119-020 119-020
PP 119-020 119-020 119-020 119-020
S1 119-020 119-020 119-020 119-020
S2 119-020 119-020 119-020
S3 119-020 119-020 119-020
S4 119-020 119-020 119-020
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 120-147 120-113 119-255
R3 120-047 120-013 119-228
R2 119-267 119-267 119-218
R1 119-233 119-233 119-209 119-250
PP 119-167 119-167 119-167 119-175
S1 119-133 119-133 119-191 119-150
S2 119-067 119-067 119-182
S3 118-287 119-033 119-172
S4 118-187 118-253 119-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 119-020 0-200 0.5% 0-000 0.0% 0% False True 9
10 119-220 119-000 0-220 0.6% 0-000 0.0% 9% False False 5
20 119-220 117-270 1-270 1.5% 0-000 0.0% 66% False False 3
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
4.250 119-020
2.618 119-020
1.618 119-020
1.000 119-020
0.618 119-020
HIGH 119-020
0.618 119-020
0.500 119-020
0.382 119-020
LOW 119-020
0.618 119-020
1.000 119-020
1.618 119-020
2.618 119-020
4.250 119-020
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 119-020 119-110
PP 119-020 119-080
S1 119-020 119-050

Download as Excel Spreadsheet

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

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