ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 122-020 122-120 0-100 0.3% 120-260
High 122-150 122-180 0-030 0.1% 122-220
Low 122-020 122-100 0-080 0.2% 120-260
Close 122-130 122-160 0-030 0.1% 122-090
Range 0-130 0-080 -0-050 -38.5% 1-280
ATR 0-139 0-134 -0-004 -3.0% 0-000
Volume 3,187 5,704 2,517 79.0% 14,810
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-067 123-033 122-204
R3 122-307 122-273 122-182
R2 122-227 122-227 122-175
R1 122-193 122-193 122-167 122-210
PP 122-147 122-147 122-147 122-155
S1 122-113 122-113 122-153 122-130
S2 122-067 122-067 122-145
S3 121-307 122-033 122-138
S4 121-227 121-273 122-116
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
5 122-200 121-270 0-250 0.6% 0-118 0.3% 84% False False 4,552
10 122-220 120-170 2-050 1.8% 0-180 0.5% 91% False False 2,978
20 122-220 119-020 3-200 3.0% 0-101 0.3% 95% False False 1,669
40 122-220 117-270 4-270 4.0% 0-050 0.1% 96% False False 835
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 False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-200
2.618 123-069
1.618 122-309
1.000 122-260
0.618 122-229
HIGH 122-180
0.618 122-149
0.500 122-140
0.382 122-131
LOW 122-100
0.618 122-051
1.000 122-020
1.618 121-291
2.618 121-211
4.250 121-080
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 122-153 122-140
PP 122-147 122-120
S1 122-140 122-100

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

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