ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 122-257 123-020 0-083 0.2% 122-100
High 123-060 123-055 -0-005 0.0% 122-187
Low 122-217 122-270 0-053 0.1% 121-185
Close 123-015 123-032 0-017 0.0% 122-020
Range 0-163 0-105 -0-058 -35.6% 1-002
ATR 0-160 0-156 -0-004 -2.4% 0-000
Volume 773,519 587,624 -185,895 -24.0% 3,100,197
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-007 123-285 123-090
R3 123-222 123-180 123-061
R2 123-117 123-117 123-051
R1 123-075 123-075 123-042 123-096
PP 123-012 123-012 123-012 123-023
S1 122-290 122-290 123-022 122-311
S2 122-227 122-227 123-013
S3 122-122 122-185 123-003
S4 122-017 122-080 122-294
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 125-030 124-187 122-197
R3 124-028 123-185 122-109
R2 123-026 123-026 122-079
R1 122-183 122-183 122-050 122-104
PP 122-024 122-024 122-024 121-304
S1 121-181 121-181 121-310 121-102
S2 121-022 121-022 121-281
S3 120-020 120-179 121-251
S4 119-018 119-177 121-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-060 121-185 1-195 1.3% 0-189 0.5% 95% False False 659,028
10 123-060 121-185 1-195 1.3% 0-166 0.4% 95% False False 621,055
20 123-060 121-102 1-278 1.5% 0-154 0.4% 95% False False 542,119
40 123-120 121-102 2-018 1.7% 0-144 0.4% 87% False False 530,888
60 123-120 121-102 2-018 1.7% 0-143 0.4% 87% False False 431,845
80 123-120 119-020 4-100 3.5% 0-123 0.3% 94% False False 324,005
100 123-120 117-270 5-170 4.5% 0-098 0.2% 95% False False 259,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-181
2.618 124-010
1.618 123-225
1.000 123-160
0.618 123-120
HIGH 123-055
0.618 123-015
0.500 123-002
0.382 122-310
LOW 122-270
0.618 122-205
1.000 122-165
1.618 122-100
2.618 121-315
4.250 121-144
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 123-022 122-296
PP 123-012 122-239
S1 123-002 122-182

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

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