ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 121-210 122-110 0-220 0.6% 120-160
High 122-220 122-190 -0-030 -0.1% 121-100
Low 121-030 122-020 0-310 0.8% 120-160
Close 122-110 122-100 -0-010 0.0% 120-270
Range 1-190 0-170 -1-020 -66.7% 0-260
ATR 0-141 0-143 0-002 1.5% 0-000
Volume 1,625 922 -703 -43.3% 7,246
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-293 123-207 122-194
R3 123-123 123-037 122-147
R2 122-273 122-273 122-131
R1 122-187 122-187 122-116 122-145
PP 122-103 122-103 122-103 122-082
S1 122-017 122-017 122-084 121-295
S2 121-253 121-253 122-069
S3 121-083 121-167 122-053
S4 120-233 120-317 122-006
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
5 122-220 120-170 2-050 1.8% 0-242 0.6% 83% False False 1,405
10 122-220 119-140 3-080 2.7% 0-142 0.4% 88% False False 1,031
20 122-220 119-020 3-200 3.0% 0-072 0.2% 90% False False 532
40 122-220 117-270 4-270 4.0% 0-036 0.1% 92% False False 266
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-272
2.618 123-315
1.618 123-145
1.000 123-040
0.618 122-295
HIGH 122-190
0.618 122-125
0.500 122-105
0.382 122-085
LOW 122-020
0.618 121-235
1.000 121-170
1.618 121-065
2.618 120-215
4.250 119-258
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 122-105 122-040
PP 122-103 121-300
S1 122-102 121-240

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

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