ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 123-042 123-015 -0-027 -0.1% 121-310
High 123-107 123-072 -0-035 -0.1% 123-102
Low 123-010 122-295 -0-035 -0.1% 121-305
Close 123-057 122-315 -0-062 -0.2% 123-040
Range 0-097 0-097 0-000 0.0% 1-117
ATR 0-149 0-145 -0-004 -2.5% 0-000
Volume 400,867 406,590 5,723 1.4% 3,105,686
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-305 123-247 123-048
R3 123-208 123-150 123-022
R2 123-111 123-111 123-013
R1 123-053 123-053 123-004 123-034
PP 123-014 123-014 123-014 123-004
S1 122-276 122-276 122-306 122-256
S2 122-237 122-237 122-297
S3 122-140 122-179 122-288
S4 122-043 122-082 122-262
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
5 123-107 122-260 0-167 0.4% 0-113 0.3% 33% False False 506,490
10 123-107 121-185 1-242 1.4% 0-154 0.4% 80% False False 600,678
20 123-107 121-102 2-005 1.6% 0-147 0.4% 83% False False 558,317
40 123-120 121-102 2-018 1.7% 0-143 0.4% 81% False False 530,214
60 123-120 121-102 2-018 1.7% 0-142 0.4% 81% False False 464,012
80 123-120 119-020 4-100 3.5% 0-129 0.3% 91% False False 348,315
100 123-120 117-270 5-170 4.5% 0-103 0.3% 93% False False 278,652
Crabel Price Patterns
NR False
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 0-030
Fibonacci Retracements and Extensions
4.250 124-164
2.618 124-006
1.618 123-229
1.000 123-169
0.618 123-132
HIGH 123-072
0.618 123-035
0.500 123-024
0.382 123-012
LOW 122-295
0.618 122-235
1.000 122-198
1.618 122-138
2.618 122-041
4.250 121-203
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 123-024 123-024
PP 123-014 123-014
S1 123-004 123-004

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

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