ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 123-077 122-262 -0-135 -0.3% 122-250
High 123-120 122-312 -0-128 -0.3% 123-120
Low 122-262 122-192 -0-070 -0.2% 122-172
Close 122-300 122-215 -0-085 -0.2% 122-300
Range 0-178 0-120 -0-058 -32.6% 0-268
ATR 0-146 0-144 -0-002 -1.3% 0-000
Volume 623,177 513,074 -110,103 -17.7% 2,639,615
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 123-280 123-207 122-281
R3 123-160 123-087 122-248
R2 123-040 123-040 122-237
R1 122-287 122-287 122-226 122-264
PP 122-240 122-240 122-240 122-228
S1 122-167 122-167 122-204 122-144
S2 122-120 122-120 122-193
S3 122-000 122-047 122-182
S4 121-200 121-247 122-149
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-148 125-012 123-127
R3 124-200 124-064 123-054
R2 123-252 123-252 123-029
R1 123-116 123-116 123-005 123-184
PP 122-304 122-304 122-304 123-018
S1 122-168 122-168 122-275 122-236
S2 122-036 122-036 122-251
S3 121-088 121-220 122-226
S4 120-140 120-272 122-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 122-172 0-268 0.7% 0-151 0.4% 16% False False 534,879
10 123-120 122-107 1-013 0.8% 0-140 0.4% 32% False False 525,429
20 123-120 122-045 1-075 1.0% 0-140 0.4% 43% False False 514,366
40 123-120 120-160 2-280 2.3% 0-147 0.4% 76% False False 285,283
60 123-120 117-270 5-170 4.5% 0-098 0.3% 87% False False 190,194
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 124-182
2.618 123-306
1.618 123-186
1.000 123-112
0.618 123-066
HIGH 122-312
0.618 122-266
0.500 122-252
0.382 122-238
LOW 122-192
0.618 122-118
1.000 122-072
1.618 121-318
2.618 121-198
4.250 121-002
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 122-252 122-316
PP 122-240 122-282
S1 122-227 122-249

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

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