ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 123-097 122-290 -0-127 -0.3% 122-282
High 123-117 123-030 -0-087 -0.2% 123-100
Low 122-272 122-242 -0-030 -0.1% 122-195
Close 122-310 122-272 -0-038 -0.1% 123-077
Range 0-165 0-108 -0-057 -34.5% 0-225
ATR 0-141 0-139 -0-002 -1.7% 0-000
Volume 429,328 499,310 69,982 16.3% 1,988,805
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 123-292 123-230 123-011
R3 123-184 123-122 122-302
R2 123-076 123-076 122-292
R1 123-014 123-014 122-282 122-311
PP 122-288 122-288 122-288 122-276
S1 122-226 122-226 122-262 122-203
S2 122-180 122-180 122-252
S3 122-072 122-118 122-242
S4 121-284 122-010 122-213
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
5 123-117 122-195 0-242 0.6% 0-120 0.3% 32% False False 478,306
10 123-117 122-107 1-010 0.8% 0-136 0.3% 50% False False 515,943
20 123-117 122-000 1-117 1.1% 0-140 0.4% 62% False False 331,608
40 123-117 119-020 4-097 3.5% 0-115 0.3% 88% False False 166,417
60 123-117 117-270 5-167 4.5% 0-077 0.2% 91% False False 110,945
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-169
2.618 123-313
1.618 123-205
1.000 123-138
0.618 123-097
HIGH 123-030
0.618 122-309
0.500 122-296
0.382 122-283
LOW 122-242
0.618 122-175
1.000 122-134
1.618 122-067
2.618 121-279
4.250 121-103
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 122-296 123-020
PP 122-288 122-317
S1 122-280 122-294

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

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