ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 122-115 122-212 0-097 0.2% 122-190
High 122-252 122-260 0-008 0.0% 122-280
Low 122-115 122-130 0-015 0.0% 122-000
Close 122-217 122-175 -0-042 -0.1% 122-200
Range 0-137 0-130 -0-007 -5.1% 0-280
ATR 0-143 0-142 -0-001 -0.6% 0-000
Volume 511,797 558,633 46,836 9.2% 1,069,903
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-258 123-187 122-246
R3 123-128 123-057 122-211
R2 122-318 122-318 122-199
R1 122-247 122-247 122-187 122-218
PP 122-188 122-188 122-188 122-174
S1 122-117 122-117 122-163 122-088
S2 122-058 122-058 122-151
S3 121-248 121-307 122-139
S4 121-118 121-177 122-104
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
5 122-280 122-010 0-270 0.7% 0-151 0.4% 61% False False 453,064
10 123-020 122-000 1-020 0.9% 0-149 0.4% 51% False False 253,426
20 123-020 120-170 2-170 2.1% 0-164 0.4% 80% False False 128,202
40 123-020 118-040 4-300 4.0% 0-088 0.2% 90% False False 64,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-172
2.618 123-280
1.618 123-150
1.000 123-070
0.618 123-020
HIGH 122-260
0.618 122-210
0.500 122-195
0.382 122-180
LOW 122-130
0.618 122-050
1.000 122-000
1.618 121-240
2.618 121-110
4.250 120-218
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 122-195 122-168
PP 122-188 122-160
S1 122-182 122-152

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

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