ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 120-160 120-230 0-070 0.2% 119-060
High 120-160 120-310 0-150 0.4% 120-080
Low 120-160 120-160 0-000 0.0% 119-060
Close 120-160 120-300 0-140 0.4% 120-080
Range 0-000 0-150 0-150 1-020
ATR 0-083 0-088 0-005 5.8% 0-000
Volume 253 353 100 39.5% 19
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 122-067 122-013 121-062
R3 121-237 121-183 121-021
R2 121-087 121-087 121-008
R1 121-033 121-033 120-314 121-060
PP 120-257 120-257 120-257 120-270
S1 120-203 120-203 120-286 120-230
S2 120-107 120-107 120-272
S3 119-277 120-053 120-259
S4 119-127 119-223 120-218
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
5 120-310 119-080 1-230 1.4% 0-030 0.1% 98% True False 124
10 120-310 119-020 1-290 1.6% 0-016 0.0% 98% True False 95
20 120-310 118-040 2-270 2.4% 0-008 0.0% 99% True False 48
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 0-007
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 122-308
2.618 122-063
1.618 121-233
1.000 121-140
0.618 121-083
HIGH 120-310
0.618 120-253
0.500 120-235
0.382 120-217
LOW 120-160
0.618 120-067
1.000 120-010
1.618 119-237
2.618 119-087
4.250 118-162
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 120-278 120-265
PP 120-257 120-230
S1 120-235 120-195

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

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