ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 122-170 122-220 0-050 0.1% 122-050
High 123-020 122-240 -0-100 -0.3% 123-020
Low 122-160 122-110 -0-050 -0.1% 122-020
Close 122-180 122-180 0-000 0.0% 122-180
Range 0-180 0-130 -0-050 -27.8% 1-000
ATR 0-138 0-137 -0-001 -0.4% 0-000
Volume 3,969 17,058 13,089 329.8% 32,038
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-247 123-183 122-252
R3 123-117 123-053 122-216
R2 122-307 122-307 122-204
R1 122-243 122-243 122-192 122-210
PP 122-177 122-177 122-177 122-160
S1 122-113 122-113 122-168 122-080
S2 122-047 122-047 122-156
S3 121-237 121-303 122-144
S4 121-107 121-173 122-108
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-180 125-020 123-036
R3 124-180 124-020 122-268
R2 123-180 123-180 122-239
R1 123-020 123-020 122-209 123-100
PP 122-180 122-180 122-180 122-220
S1 122-020 122-020 122-151 122-100
S2 121-180 121-180 122-121
S3 120-180 121-020 122-092
S4 119-180 120-020 122-004
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% 0-116 0.3% 50% False False 6,407
10 123-020 120-260 2-080 1.8% 0-186 0.5% 78% False False 4,684
20 123-020 119-060 3-280 3.2% 0-116 0.3% 87% False False 2,705
40 123-020 117-270 5-070 4.3% 0-058 0.1% 90% False False 1,361
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-152
2.618 123-260
1.618 123-130
1.000 123-050
0.618 123-000
HIGH 122-240
0.618 122-190
0.500 122-175
0.382 122-160
LOW 122-110
0.618 122-030
1.000 121-300
1.618 121-220
2.618 121-090
4.250 120-198
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 122-178 122-220
PP 122-177 122-207
S1 122-175 122-193

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

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