ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 122-250 123-035 0-105 0.3% 123-097
High 123-070 123-072 0-002 0.0% 123-117
Low 122-250 122-290 0-040 0.1% 122-107
Close 123-045 123-027 -0-018 0.0% 122-210
Range 0-140 0-102 -0-038 -27.1% 1-010
ATR 0-140 0-138 -0-003 -2.0% 0-000
Volume 478,291 382,938 -95,353 -19.9% 2,530,938
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-009 123-280 123-083
R3 123-227 123-178 123-055
R2 123-125 123-125 123-046
R1 123-076 123-076 123-036 123-050
PP 123-023 123-023 123-023 123-010
S1 122-294 122-294 123-018 122-268
S2 122-241 122-241 123-008
S3 122-139 122-192 122-319
S4 122-037 122-090 122-291
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-281 125-096 123-072
R3 124-271 124-086 122-301
R2 123-261 123-261 122-270
R1 123-076 123-076 122-240 123-004
PP 122-251 122-251 122-251 122-215
S1 122-066 122-066 122-180 121-314
S2 121-241 121-241 122-150
S3 120-231 121-056 122-119
S4 119-221 120-046 122-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-072 122-107 0-285 0.7% 0-128 0.3% 84% True False 492,705
10 123-117 122-107 1-010 0.8% 0-124 0.3% 73% False False 485,506
20 123-117 122-000 1-117 1.1% 0-141 0.4% 79% False False 450,689
40 123-117 119-080 4-037 3.3% 0-131 0.3% 93% False False 227,997
60 123-117 117-270 5-167 4.5% 0-087 0.2% 95% False False 152,003
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-186
2.618 124-019
1.618 123-237
1.000 123-174
0.618 123-135
HIGH 123-072
0.618 123-033
0.500 123-021
0.382 123-009
LOW 122-290
0.618 122-227
1.000 122-188
1.618 122-125
2.618 122-023
4.250 121-176
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 123-025 123-002
PP 123-023 122-296
S1 123-021 122-271

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

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