ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 123-047 122-307 -0-060 -0.2% 121-310
High 123-102 123-070 -0-032 -0.1% 123-102
Low 122-285 122-260 -0-025 -0.1% 121-305
Close 122-317 123-040 0-043 0.1% 123-040
Range 0-137 0-130 -0-007 -5.1% 1-117
ATR 0-155 0-153 -0-002 -1.1% 0-000
Volume 600,016 537,354 -62,662 -10.4% 3,105,686
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-087 124-033 123-112
R3 123-277 123-223 123-076
R2 123-147 123-147 123-064
R1 123-093 123-093 123-052 123-120
PP 123-017 123-017 123-017 123-030
S1 122-283 122-283 123-028 122-310
S2 122-207 122-207 123-016
S3 122-077 122-153 123-004
S4 121-267 122-023 122-288
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 126-287 126-120 123-280
R3 125-170 125-003 123-160
R2 124-053 124-053 123-120
R1 123-206 123-206 123-080 123-290
PP 122-256 122-256 122-256 122-297
S1 122-089 122-089 123-000 122-172
S2 121-139 121-139 122-280
S3 120-022 120-292 122-240
S4 118-225 119-175 122-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-102 121-305 1-117 1.1% 0-164 0.4% 86% False False 621,137
10 123-102 121-185 1-237 1.4% 0-168 0.4% 89% False False 620,588
20 123-102 121-102 2-000 1.6% 0-152 0.4% 90% False False 544,705
40 123-120 121-102 2-018 1.7% 0-145 0.4% 88% False False 533,243
60 123-120 121-102 2-018 1.7% 0-141 0.4% 88% False False 450,764
80 123-120 119-020 4-100 3.5% 0-126 0.3% 94% False False 338,222
100 123-120 117-270 5-170 4.5% 0-101 0.3% 95% False False 270,578
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
4.250 124-302
2.618 124-090
1.618 123-280
1.000 123-200
0.618 123-150
HIGH 123-070
0.618 123-020
0.500 123-005
0.382 122-310
LOW 122-260
0.618 122-180
1.000 122-130
1.618 122-050
2.618 121-240
4.250 121-028
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 123-028 123-034
PP 123-017 123-027
S1 123-005 123-021

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

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