ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 122-010 122-120 0-110 0.3% 122-190
High 122-190 122-280 0-090 0.2% 122-280
Low 122-010 122-120 0-110 0.3% 122-000
Close 122-140 122-200 0-060 0.2% 122-200
Range 0-180 0-160 -0-020 -11.1% 0-280
ATR 0-141 0-142 0-001 1.0% 0-000
Volume 282,696 539,290 256,594 90.8% 1,069,903
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 124-040 123-280 122-288
R3 123-200 123-120 122-244
R2 123-040 123-040 122-229
R1 122-280 122-280 122-215 123-000
PP 122-200 122-200 122-200 122-220
S1 122-120 122-120 122-185 122-160
S2 122-040 122-040 122-171
S3 121-200 121-280 122-156
S4 121-040 121-120 122-112
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-040 124-240 123-034
R3 124-080 123-280 122-277
R2 123-120 123-120 122-251
R1 123-000 123-000 122-226 123-060
PP 122-160 122-160 122-160 122-190
S1 122-040 122-040 122-174 122-100
S2 121-200 121-200 122-149
S3 120-240 121-080 122-123
S4 119-280 120-120 122-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-280 122-000 0-280 0.7% 0-152 0.4% 71% True False 213,980
10 123-020 122-000 1-020 0.9% 0-134 0.3% 59% False False 110,194
20 123-020 120-160 2-180 2.1% 0-154 0.4% 83% False False 56,199
40 123-020 117-270 5-070 4.3% 0-077 0.2% 92% False False 28,108
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-000
2.618 124-059
1.618 123-219
1.000 123-120
0.618 123-059
HIGH 122-280
0.618 122-219
0.500 122-200
0.382 122-181
LOW 122-120
0.618 122-021
1.000 121-280
1.618 121-181
2.618 121-021
4.250 120-080
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 122-200 122-180
PP 122-200 122-160
S1 122-200 122-140

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

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