ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 123-022 122-317 -0-025 -0.1% 123-097
High 123-082 123-112 0-030 0.1% 123-117
Low 122-172 122-307 0-135 0.3% 122-107
Close 122-297 123-097 0-120 0.3% 122-210
Range 0-230 0-125 -0-105 -45.7% 1-010
ATR 0-144 0-144 -0-001 -0.5% 0-000
Volume 557,741 597,468 39,727 7.1% 2,530,938
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-120 124-074 123-166
R3 123-315 123-269 123-131
R2 123-190 123-190 123-120
R1 123-144 123-144 123-108 123-167
PP 123-065 123-065 123-065 123-077
S1 123-019 123-019 123-086 123-042
S2 122-260 122-260 123-074
S3 122-135 122-214 123-063
S4 122-010 122-089 123-028
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
5 123-112 122-150 0-282 0.7% 0-137 0.3% 95% True False 481,944
10 123-117 122-107 1-010 0.8% 0-142 0.4% 94% False False 510,247
20 123-117 122-010 1-107 1.1% 0-142 0.4% 95% False False 498,653
40 123-117 119-140 3-297 3.2% 0-140 0.4% 98% False False 256,877
60 123-117 117-270 5-167 4.5% 0-093 0.2% 99% False False 171,257
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-003
2.618 124-119
1.618 123-314
1.000 123-237
0.618 123-189
HIGH 123-112
0.618 123-064
0.500 123-050
0.382 123-035
LOW 122-307
0.618 122-230
1.000 122-182
1.618 122-105
2.618 121-300
4.250 121-096
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 123-081 123-059
PP 123-065 123-020
S1 123-050 122-302

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

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