ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 122-020 122-050 0-030 0.1% 120-260
High 122-090 122-090 0-000 0.0% 122-220
Low 122-020 122-030 0-010 0.0% 120-260
Close 122-090 122-040 -0-050 -0.1% 122-090
Range 0-070 0-060 -0-010 -14.3% 1-280
ATR 0-145 0-139 -0-006 -4.2% 0-000
Volume 10,480 2,120 -8,360 -79.8% 14,810
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 122-233 122-197 122-073
R3 122-173 122-137 122-056
R2 122-113 122-113 122-051
R1 122-077 122-077 122-046 122-065
PP 122-053 122-053 122-053 122-048
S1 122-017 122-017 122-034 122-005
S2 121-313 121-313 122-029
S3 121-253 121-277 122-024
S4 121-193 121-217 122-007
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 127-177 126-253 123-100
R3 125-217 124-293 122-255
R2 123-257 123-257 122-200
R1 123-013 123-013 122-145 123-135
PP 121-297 121-297 121-297 122-038
S1 121-053 121-053 122-035 121-175
S2 120-017 120-017 121-300
S3 118-057 119-093 121-245
S4 116-097 117-133 121-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-220 121-030 1-190 1.3% 0-212 0.5% 65% False False 3,283
10 122-220 120-160 2-060 1.8% 0-180 0.5% 74% False False 2,392
20 122-220 119-020 3-200 3.0% 0-090 0.2% 84% False False 1,226
40 122-220 117-270 4-270 4.0% 0-045 0.1% 88% False False 613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-025
2.618 122-247
1.618 122-187
1.000 122-150
0.618 122-127
HIGH 122-090
0.618 122-067
0.500 122-060
0.382 122-053
LOW 122-030
0.618 121-313
1.000 121-290
1.618 121-253
2.618 121-193
4.250 121-095
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 122-060 122-075
PP 122-053 122-063
S1 122-047 122-052

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

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