ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 122-150 122-140 -0-010 0.0% 122-050
High 122-220 122-170 -0-050 -0.1% 123-020
Low 122-070 122-000 -0-070 -0.2% 122-020
Close 122-130 122-050 -0-080 -0.2% 122-180
Range 0-150 0-170 0-020 13.3% 1-000
ATR 0-136 0-138 0-002 1.8% 0-000
Volume 35,684 160,253 124,569 349.1% 32,038
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-263 123-167 122-144
R3 123-093 122-317 122-097
R2 122-243 122-243 122-081
R1 122-147 122-147 122-066 122-110
PP 122-073 122-073 122-073 122-055
S1 121-297 121-297 122-034 121-260
S2 121-223 121-223 122-019
S3 121-053 121-127 122-003
S4 120-203 120-277 121-276
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
5 123-020 122-000 1-020 0.9% 0-146 0.4% 15% False True 53,788
10 123-020 121-270 1-070 1.0% 0-132 0.3% 26% False False 29,170
20 123-020 119-140 3-200 3.0% 0-137 0.4% 75% False False 15,101
40 123-020 117-270 5-070 4.3% 0-069 0.2% 83% False False 7,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 123-295
1.618 123-125
1.000 123-020
0.618 122-275
HIGH 122-170
0.618 122-105
0.500 122-085
0.382 122-065
LOW 122-000
0.618 121-215
1.000 121-150
1.618 121-045
2.618 120-195
4.250 119-238
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 122-085 122-110
PP 122-073 122-090
S1 122-062 122-070

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

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