ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 120-230 121-000 0-090 0.2% 119-060
High 120-310 121-000 0-010 0.0% 120-080
Low 120-160 120-260 0-100 0.3% 119-060
Close 120-300 120-270 -0-030 -0.1% 120-080
Range 0-150 0-060 -0-090 -60.0% 1-020
ATR 0-088 0-086 -0-002 -2.3% 0-000
Volume 353 2,673 2,320 657.2% 19
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 121-143 121-107 120-303
R3 121-083 121-047 120-286
R2 121-023 121-023 120-281
R1 120-307 120-307 120-276 120-295
PP 120-283 120-283 120-283 120-278
S1 120-247 120-247 120-264 120-235
S2 120-223 120-223 120-259
S3 120-163 120-187 120-254
S4 120-103 120-127 120-237
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
5 121-000 119-140 1-180 1.3% 0-042 0.1% 90% True False 658
10 121-000 119-020 1-300 1.6% 0-022 0.1% 92% True False 360
20 121-000 118-040 2-280 2.4% 0-011 0.0% 95% True False 181
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-255
2.618 121-157
1.618 121-097
1.000 121-060
0.618 121-037
HIGH 121-000
0.618 120-297
0.500 120-290
0.382 120-283
LOW 120-260
0.618 120-223
1.000 120-200
1.618 120-163
2.618 120-103
4.250 120-005
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 120-290 120-260
PP 120-283 120-250
S1 120-277 120-240

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

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