ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 122-192 122-115 -0-077 -0.2% 122-190
High 122-195 122-252 0-057 0.1% 122-280
Low 122-045 122-115 0-070 0.2% 122-000
Close 122-117 122-217 0-100 0.3% 122-200
Range 0-150 0-137 -0-013 -8.7% 0-280
ATR 0-143 0-143 0-000 -0.3% 0-000
Volume 372,908 511,797 138,889 37.2% 1,069,903
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-286 123-228 122-292
R3 123-149 123-091 122-255
R2 123-012 123-012 122-242
R1 122-274 122-274 122-230 122-303
PP 122-195 122-195 122-195 122-209
S1 122-137 122-137 122-204 122-166
S2 122-058 122-058 122-192
S3 121-241 122-000 122-179
S4 121-104 121-183 122-142
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% 0-159 0.4% 78% False False 373,388
10 123-020 122-000 1-020 0.9% 0-144 0.4% 64% False False 198,133
20 123-020 120-170 2-170 2.1% 0-161 0.4% 85% False False 100,404
40 123-020 118-040 4-300 4.0% 0-084 0.2% 92% False False 50,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-194
2.618 123-291
1.618 123-154
1.000 123-069
0.618 123-017
HIGH 122-252
0.618 122-200
0.500 122-184
0.382 122-167
LOW 122-115
0.618 122-030
1.000 121-298
1.618 121-213
2.618 121-076
4.250 120-173
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 122-206 122-199
PP 122-195 122-181
S1 122-184 122-162

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.