ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 122-272 122-230 -0-042 -0.1% 122-192
High 122-275 122-317 0-042 0.1% 123-050
Low 122-195 122-227 0-032 0.1% 122-045
Close 122-240 122-305 0-065 0.2% 122-290
Range 0-080 0-090 0-010 12.5% 1-005
ATR 0-142 0-138 -0-004 -2.6% 0-000
Volume 419,734 488,063 68,329 16.3% 2,614,897
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 123-233 123-199 123-034
R3 123-143 123-109 123-010
R2 123-053 123-053 123-002
R1 123-019 123-019 122-313 123-036
PP 122-283 122-283 122-283 122-292
S1 122-249 122-249 122-297 122-266
S2 122-193 122-193 122-288
S3 122-103 122-159 122-280
S4 122-013 122-069 122-256
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-250 125-115 123-149
R3 124-245 124-110 123-059
R2 123-240 123-240 123-030
R1 123-105 123-105 123-000 123-172
PP 122-235 122-235 122-235 122-269
S1 122-100 122-100 122-260 122-168
S2 121-230 121-230 122-230
S3 120-225 121-095 122-201
S4 119-220 120-090 122-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-050 122-107 0-263 0.7% 0-134 0.3% 75% False False 521,053
10 123-050 122-010 1-040 0.9% 0-143 0.4% 82% False False 487,059
20 123-050 121-270 1-100 1.1% 0-137 0.3% 85% False False 258,114
40 123-050 119-020 4-030 3.3% 0-104 0.3% 95% False False 129,323
60 123-050 117-270 5-100 4.3% 0-070 0.2% 96% False False 86,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-060
2.618 123-233
1.618 123-143
1.000 123-087
0.618 123-053
HIGH 122-317
0.618 122-283
0.500 122-272
0.382 122-261
LOW 122-227
0.618 122-171
1.000 122-137
1.618 122-081
2.618 121-311
4.250 121-164
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 122-294 122-295
PP 122-283 122-286
S1 122-272 122-276

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

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