ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 122-257 122-267 0-010 0.0% 122-282
High 123-030 122-285 -0-065 -0.2% 123-100
Low 122-222 122-107 -0-115 -0.3% 122-195
Close 122-245 122-185 -0-060 -0.2% 123-077
Range 0-128 0-178 0-050 39.1% 0-225
ATR 0-138 0-141 0-003 2.1% 0-000
Volume 582,402 626,615 44,213 7.6% 1,988,805
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-086 123-314 122-283
R3 123-228 123-136 122-234
R2 123-050 123-050 122-218
R1 122-278 122-278 122-201 122-235
PP 122-192 122-192 122-192 122-171
S1 122-100 122-100 122-169 122-057
S2 122-014 122-014 122-152
S3 121-156 121-242 122-136
S4 120-298 121-064 122-087
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
5 123-117 122-107 1-010 0.8% 0-147 0.4% 24% False True 538,550
10 123-117 122-107 1-010 0.8% 0-140 0.4% 24% False True 529,801
20 123-117 122-000 1-117 1.1% 0-145 0.4% 42% False False 391,614
40 123-117 119-020 4-097 3.5% 0-123 0.3% 82% False False 196,642
60 123-117 117-270 5-167 4.5% 0-082 0.2% 86% False False 131,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-082
2.618 124-111
1.618 123-253
1.000 123-143
0.618 123-075
HIGH 122-285
0.618 122-217
0.500 122-196
0.382 122-175
LOW 122-107
0.618 121-317
1.000 121-249
1.618 121-139
2.618 120-281
4.250 119-310
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 122-196 122-228
PP 122-192 122-214
S1 122-189 122-200

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

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