ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 122-190 122-150 -0-040 -0.1% 122-050
High 122-190 122-220 0-030 0.1% 123-020
Low 122-090 122-070 -0-020 -0.1% 122-020
Close 122-140 122-130 -0-010 0.0% 122-180
Range 0-100 0-150 0-050 50.0% 1-000
ATR 0-134 0-136 0-001 0.8% 0-000
Volume 51,980 35,684 -16,296 -31.4% 32,038
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-270 123-190 122-212
R3 123-120 123-040 122-171
R2 122-290 122-290 122-158
R1 122-210 122-210 122-144 122-175
PP 122-140 122-140 122-140 122-122
S1 122-060 122-060 122-116 122-025
S2 121-310 121-310 122-102
S3 121-160 121-230 122-089
S4 121-010 121-080 122-048
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
5 123-020 122-070 0-270 0.7% 0-128 0.3% 22% False True 22,879
10 123-020 121-270 1-070 1.0% 0-132 0.3% 46% False False 13,237
20 123-020 119-080 3-260 3.1% 0-128 0.3% 83% False False 7,088
40 123-020 117-270 5-070 4.3% 0-064 0.2% 87% False False 3,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-218
2.618 123-293
1.618 123-143
1.000 123-050
0.618 122-313
HIGH 122-220
0.618 122-163
0.500 122-145
0.382 122-127
LOW 122-070
0.618 121-297
1.000 121-240
1.618 121-147
2.618 120-317
4.250 120-072
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 122-145 122-155
PP 122-140 122-147
S1 122-135 122-138

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

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