ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 122-307 123-042 0-055 0.1% 121-310
High 123-070 123-107 0-037 0.1% 123-102
Low 122-260 123-010 0-070 0.2% 121-305
Close 123-040 123-057 0-017 0.0% 123-040
Range 0-130 0-097 -0-033 -25.4% 1-117
ATR 0-153 0-149 -0-004 -2.6% 0-000
Volume 537,354 400,867 -136,487 -25.4% 3,105,686
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-029 123-300 123-110
R3 123-252 123-203 123-084
R2 123-155 123-155 123-075
R1 123-106 123-106 123-066 123-130
PP 123-058 123-058 123-058 123-070
S1 123-009 123-009 123-048 123-034
S2 122-281 122-281 123-039
S3 122-184 122-232 123-030
S4 122-087 122-135 123-004
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
5 123-107 122-217 0-210 0.5% 0-126 0.3% 76% True False 579,876
10 123-107 121-185 1-242 1.4% 0-166 0.4% 91% True False 622,778
20 123-107 121-102 2-005 1.6% 0-148 0.4% 92% True False 559,276
40 123-120 121-102 2-018 1.7% 0-143 0.4% 90% False False 532,532
60 123-120 121-102 2-018 1.7% 0-141 0.4% 90% False False 457,271
80 123-120 119-020 4-100 3.5% 0-128 0.3% 95% False False 343,233
100 123-120 117-270 5-170 4.5% 0-102 0.3% 96% False False 274,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 124-199
2.618 124-041
1.618 123-264
1.000 123-204
0.618 123-167
HIGH 123-107
0.618 123-070
0.500 123-058
0.382 123-047
LOW 123-010
0.618 122-270
1.000 122-233
1.618 122-173
2.618 122-076
4.250 121-238
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 123-058 123-046
PP 123-058 123-035
S1 123-058 123-024

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

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