ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 120-080 120-160 0-080 0.2% 119-060
High 120-080 120-160 0-080 0.2% 120-080
Low 120-080 120-160 0-080 0.2% 119-060
Close 120-080 120-160 0-080 0.2% 120-080
Range
ATR 0-083 0-083 0-000 -0.3% 0-000
Volume 2 253 251 12,550.0% 19
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 120-160 120-160 120-160
R3 120-160 120-160 120-160
R2 120-160 120-160 120-160
R1 120-160 120-160 120-160 120-160
PP 120-160 120-160 120-160 120-160
S1 120-160 120-160 120-160 120-160
S2 120-160 120-160 120-160
S3 120-160 120-160 120-160
S4 120-160 120-160 120-160
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-027 122-233 120-267
R3 122-007 121-213 120-174
R2 120-307 120-307 120-142
R1 120-193 120-193 120-111 120-250
PP 119-287 119-287 119-287 119-315
S1 119-173 119-173 120-049 119-230
S2 118-267 118-267 120-018
S3 117-247 118-153 119-306
S4 116-227 117-133 119-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-080 1-080 1.0% 0-002 0.0% 100% True False 54
10 120-160 119-020 1-140 1.2% 0-001 0.0% 100% True False 60
20 120-160 118-040 2-120 2.0% 0-000 0.0% 100% True False 30
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
4.250 120-160
2.618 120-160
1.618 120-160
1.000 120-160
0.618 120-160
HIGH 120-160
0.618 120-160
0.500 120-160
0.382 120-160
LOW 120-160
0.618 120-160
1.000 120-160
1.618 120-160
2.618 120-160
4.250 120-160
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 120-160 120-103
PP 120-160 120-047
S1 120-160 119-310

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

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