ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 122-290 123-097 0-127 0.3% 122-282
High 123-100 123-117 0-017 0.0% 123-100
Low 122-265 122-272 0-007 0.0% 122-195
Close 123-077 122-310 -0-087 -0.2% 123-077
Range 0-155 0-165 0-010 6.5% 0-225
ATR 0-140 0-141 0-002 1.3% 0-000
Volume 555,097 429,328 -125,769 -22.7% 1,988,805
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-195 124-097 123-081
R3 124-030 123-252 123-035
R2 123-185 123-185 123-020
R1 123-087 123-087 123-005 123-054
PP 123-020 123-020 123-020 123-003
S1 122-242 122-242 122-295 122-208
S2 122-175 122-175 122-280
S3 122-010 122-077 122-265
S4 121-165 121-232 122-219
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% 0-122 0.3% 48% True False 483,626
10 123-117 122-045 1-072 1.0% 0-141 0.4% 68% True False 503,303
20 123-117 122-000 1-117 1.1% 0-137 0.3% 71% True False 306,748
40 123-117 119-020 4-097 3.5% 0-112 0.3% 91% True False 153,934
60 123-117 117-270 5-167 4.5% 0-075 0.2% 93% True False 102,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-178
2.618 124-229
1.618 124-064
1.000 123-282
0.618 123-219
HIGH 123-117
0.618 123-054
0.500 123-034
0.382 123-015
LOW 122-272
0.618 122-170
1.000 122-107
1.618 122-005
2.618 121-160
4.250 120-211
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 123-034 123-012
PP 123-020 123-005
S1 123-005 122-317

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

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