ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 122-230 122-290 0-060 0.2% 122-282
High 122-317 123-100 0-103 0.3% 123-100
Low 122-227 122-265 0-038 0.1% 122-195
Close 122-305 123-077 0-092 0.2% 123-077
Range 0-090 0-155 0-065 72.2% 0-225
ATR 0-138 0-140 0-001 0.9% 0-000
Volume 488,063 555,097 67,034 13.7% 1,988,805
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-186 124-126 123-162
R3 124-031 123-291 123-120
R2 123-196 123-196 123-105
R1 123-136 123-136 123-091 123-166
PP 123-041 123-041 123-041 123-056
S1 122-301 122-301 123-063 123-011
S2 122-206 122-206 123-049
S3 122-051 122-146 123-034
S4 121-216 121-311 122-312
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-052 124-290 123-201
R3 124-147 124-065 123-139
R2 123-242 123-242 123-118
R1 123-160 123-160 123-098 123-201
PP 123-017 123-017 123-017 123-038
S1 122-255 122-255 123-056 122-296
S2 122-112 122-112 123-036
S3 121-207 122-030 123-015
S4 120-302 121-125 122-273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 122-160 0-260 0.7% 0-131 0.3% 91% True False 507,390
10 123-100 122-045 1-055 1.0% 0-140 0.4% 94% True False 514,299
20 123-100 122-000 1-100 1.1% 0-133 0.3% 95% True False 285,806
40 123-100 119-020 4-080 3.4% 0-108 0.3% 98% True False 143,201
60 123-100 117-270 5-150 4.4% 0-072 0.2% 99% True False 95,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-119
2.618 124-186
1.618 124-031
1.000 123-255
0.618 123-196
HIGH 123-100
0.618 123-041
0.500 123-022
0.382 123-004
LOW 122-265
0.618 122-169
1.000 122-110
1.618 122-014
2.618 121-179
4.250 120-246
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 123-059 123-047
PP 123-041 123-017
S1 123-022 122-308

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

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