ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 119-060 119-080 0-020 0.1% 119-220
High 119-060 119-090 0-030 0.1% 119-220
Low 119-060 119-080 0-020 0.1% 119-020
Close 119-060 119-140 0-080 0.2% 119-090
Range 0-000 0-010 0-010 0-200
ATR 0-074 0-071 -0-003 -4.3% 0-000
Volume 2 2 0 0.0% 332
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 119-133 119-147 119-146
R3 119-123 119-137 119-143
R2 119-113 119-113 119-142
R1 119-127 119-127 119-141 119-120
PP 119-103 119-103 119-103 119-100
S1 119-117 119-117 119-139 119-110
S2 119-093 119-093 119-138
S3 119-083 119-107 119-137
S4 119-073 119-097 119-134
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-070 120-280 119-200
R3 120-190 120-080 119-145
R2 119-310 119-310 119-127
R1 119-200 119-200 119-108 119-155
PP 119-110 119-110 119-110 119-088
S1 119-000 119-000 119-072 118-275
S2 118-230 118-230 119-053
S3 118-030 118-120 119-035
S4 117-150 117-240 118-300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-130 119-020 0-110 0.3% 0-002 0.0% 109% False False 66
10 119-220 119-020 0-200 0.5% 0-001 0.0% 60% False False 33
20 119-220 117-270 1-270 1.5% 0-000 0.0% 86% False False 17
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 0-000
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 119-132
2.618 119-116
1.618 119-106
1.000 119-100
0.618 119-096
HIGH 119-090
0.618 119-086
0.500 119-085
0.382 119-084
LOW 119-080
0.618 119-074
1.000 119-070
1.618 119-064
2.618 119-054
4.250 119-038
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 119-122 119-118
PP 119-103 119-097
S1 119-085 119-075

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

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