ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 121-040 121-100 0-060 0.2% 120-160
High 121-040 121-100 0-060 0.2% 121-100
Low 121-040 120-170 -0-190 -0.5% 120-160
Close 121-120 120-270 -0-170 -0.4% 120-270
Range 0-000 0-250 0-250 0-260
ATR 0-086 0-099 0-013 15.3% 0-000
Volume 1,681 2,286 605 36.0% 7,246
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-077 122-263 121-088
R3 122-147 122-013 121-019
R2 121-217 121-217 120-316
R1 121-083 121-083 120-293 121-025
PP 120-287 120-287 120-287 120-258
S1 120-153 120-153 120-247 120-095
S2 120-037 120-037 120-224
S3 119-107 119-223 120-201
S4 118-177 118-293 120-132
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-103 122-287 121-093
R3 122-163 122-027 121-022
R2 121-223 121-223 120-318
R1 121-087 121-087 120-294 121-155
PP 120-283 120-283 120-283 120-318
S1 120-147 120-147 120-246 120-215
S2 120-023 120-023 120-222
S3 119-083 119-207 120-198
S4 118-143 118-267 120-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-100 120-160 0-260 0.7% 0-092 0.2% 42% True False 1,449
10 121-100 119-060 2-040 1.8% 0-047 0.1% 78% True False 726
20 121-100 119-020 2-080 1.9% 0-024 0.1% 79% True False 380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 124-202
2.618 123-114
1.618 122-184
1.000 122-030
0.618 121-254
HIGH 121-100
0.618 121-004
0.500 120-295
0.382 120-266
LOW 120-170
0.618 120-016
1.000 119-240
1.618 119-086
2.618 118-156
4.250 117-068
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 120-295 120-295
PP 120-287 120-287
S1 120-278 120-278

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

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