ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 122-212 122-155 -0-057 -0.1% 122-190
High 122-260 122-277 0-017 0.0% 122-280
Low 122-130 122-107 -0-023 -0.1% 122-000
Close 122-175 122-235 0-060 0.2% 122-200
Range 0-130 0-170 0-040 30.8% 0-280
ATR 0-142 0-144 0-002 1.4% 0-000
Volume 558,633 623,410 64,777 11.6% 1,069,903
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-076 124-006 123-008
R3 123-226 123-156 122-282
R2 123-056 123-056 122-266
R1 122-306 122-306 122-251 123-021
PP 122-206 122-206 122-206 122-224
S1 122-136 122-136 122-219 122-171
S2 122-036 122-036 122-204
S3 121-186 121-286 122-188
S4 121-016 121-116 122-142
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
5 122-280 122-045 0-235 0.6% 0-149 0.4% 81% False False 521,207
10 122-280 122-000 0-280 0.7% 0-148 0.4% 84% False False 315,370
20 123-020 120-170 2-170 2.1% 0-173 0.4% 87% False False 159,289
40 123-020 119-000 4-020 3.3% 0-092 0.2% 92% False False 79,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 125-040
2.618 124-082
1.618 123-232
1.000 123-127
0.618 123-062
HIGH 122-277
0.618 122-212
0.500 122-192
0.382 122-172
LOW 122-107
0.618 122-002
1.000 121-257
1.618 121-152
2.618 120-302
4.250 120-024
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 122-221 122-221
PP 122-206 122-206
S1 122-192 122-192

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

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