ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 119-080 119-080 0-000 0.0% 119-220
High 119-090 119-080 -0-010 0.0% 119-220
Low 119-080 119-080 0-000 0.0% 119-020
Close 119-140 119-080 -0-060 -0.2% 119-090
Range 0-010 0-000 -0-010 -100.0% 0-200
ATR 0-071 0-070 -0-001 -1.1% 0-000
Volume 2 4 2 100.0% 332
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 119-080 119-080 119-080
R3 119-080 119-080 119-080
R2 119-080 119-080 119-080
R1 119-080 119-080 119-080 119-080
PP 119-080 119-080 119-080 119-080
S1 119-080 119-080 119-080 119-080
S2 119-080 119-080 119-080
S3 119-080 119-080 119-080
S4 119-080 119-080 119-080
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
5 119-090 119-020 0-070 0.2% 0-002 0.0% 86% False False 63
10 119-220 119-020 0-200 0.5% 0-001 0.0% 30% False False 34
20 119-220 117-270 1-270 1.5% 0-000 0.0% 76% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-080
2.618 119-080
1.618 119-080
1.000 119-080
0.618 119-080
HIGH 119-080
0.618 119-080
0.500 119-080
0.382 119-080
LOW 119-080
0.618 119-080
1.000 119-080
1.618 119-080
2.618 119-080
4.250 119-080
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 119-080 119-078
PP 119-080 119-077
S1 119-080 119-075

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

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