ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 122-120 122-170 0-050 0.1% 120-260
High 122-180 123-020 0-160 0.4% 122-220
Low 122-100 122-160 0-060 0.2% 120-260
Close 122-160 122-180 0-020 0.1% 122-090
Range 0-080 0-180 0-100 125.0% 1-280
ATR 0-134 0-138 0-003 2.4% 0-000
Volume 5,704 3,969 -1,735 -30.4% 14,810
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-127 124-013 122-279
R3 123-267 123-153 122-230
R2 123-087 123-087 122-213
R1 122-293 122-293 122-196 123-030
PP 122-227 122-227 122-227 122-255
S1 122-113 122-113 122-164 122-170
S2 122-047 122-047 122-147
S3 121-187 121-253 122-130
S4 121-007 121-073 122-081
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
5 123-020 122-020 1-000 0.8% 0-104 0.3% 50% True False 5,092
10 123-020 120-170 2-170 2.1% 0-198 0.5% 80% True False 3,207
20 123-020 119-060 3-280 3.2% 0-110 0.3% 87% True False 1,867
40 123-020 117-270 5-070 4.3% 0-055 0.1% 90% True False 935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-145
2.618 124-171
1.618 123-311
1.000 123-200
0.618 123-131
HIGH 123-020
0.618 122-271
0.500 122-250
0.382 122-229
LOW 122-160
0.618 122-049
1.000 121-300
1.618 121-189
2.618 121-009
4.250 120-035
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 122-250 122-180
PP 122-227 122-180
S1 122-203 122-180

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

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