ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 123-015 122-305 -0-030 -0.1% 121-310
High 123-072 123-102 0-030 0.1% 123-102
Low 122-295 122-297 0-002 0.0% 121-305
Close 122-315 123-072 0-077 0.2% 123-040
Range 0-097 0-125 0-028 28.9% 1-117
ATR 0-145 0-144 -0-001 -1.0% 0-000
Volume 406,590 568,746 162,156 39.9% 3,105,686
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-105 124-054 123-141
R3 123-300 123-249 123-106
R2 123-175 123-175 123-095
R1 123-124 123-124 123-083 123-150
PP 123-050 123-050 123-050 123-063
S1 122-319 122-319 123-061 123-024
S2 122-245 122-245 123-049
S3 122-120 122-194 123-038
S4 121-315 122-069 123-003
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% 0-117 0.3% 79% False False 502,714
10 123-107 121-185 1-242 1.4% 0-153 0.4% 94% False False 580,871
20 123-107 121-185 1-242 1.4% 0-145 0.4% 94% False False 558,435
40 123-120 121-102 2-018 1.7% 0-142 0.4% 93% False False 529,873
60 123-120 121-102 2-018 1.7% 0-142 0.4% 93% False False 473,438
80 123-120 119-020 4-100 3.5% 0-130 0.3% 97% False False 355,425
100 123-120 117-270 5-170 4.5% 0-104 0.3% 97% False False 284,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-313
2.618 124-109
1.618 123-304
1.000 123-227
0.618 123-179
HIGH 123-102
0.618 123-054
0.500 123-040
0.382 123-025
LOW 122-297
0.618 122-220
1.000 122-172
1.618 122-095
2.618 121-290
4.250 121-086
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 123-061 123-062
PP 123-050 123-051
S1 123-040 123-041

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

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