ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 122-305 123-057 0-072 0.2% 121-310
High 123-102 123-070 -0-032 -0.1% 123-102
Low 122-297 122-270 -0-027 -0.1% 121-305
Close 123-072 123-015 -0-057 -0.1% 123-040
Range 0-125 0-120 -0-005 -4.0% 1-117
ATR 0-144 0-142 -0-002 -1.1% 0-000
Volume 568,746 531,620 -37,126 -6.5% 3,105,686
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-052 123-313 123-081
R3 123-252 123-193 123-048
R2 123-132 123-132 123-037
R1 123-073 123-073 123-026 123-042
PP 123-012 123-012 123-012 122-316
S1 122-273 122-273 123-004 122-242
S2 122-212 122-212 122-313
S3 122-092 122-153 122-302
S4 121-292 122-033 122-269
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% 0-114 0.3% 45% False False 489,035
10 123-107 121-202 1-225 1.4% 0-142 0.4% 83% False False 555,412
20 123-107 121-185 1-242 1.4% 0-143 0.4% 84% False False 557,358
40 123-120 121-102 2-018 1.7% 0-141 0.4% 84% False False 527,498
60 123-120 121-102 2-018 1.7% 0-142 0.4% 84% False False 482,203
80 123-120 119-020 4-100 3.5% 0-132 0.3% 92% False False 362,070
100 123-120 117-270 5-170 4.5% 0-106 0.3% 94% False False 289,656
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-260
2.618 124-064
1.618 123-264
1.000 123-190
0.618 123-144
HIGH 123-070
0.618 123-024
0.500 123-010
0.382 122-316
LOW 122-270
0.618 122-196
1.000 122-150
1.618 122-076
2.618 121-276
4.250 121-080
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 123-013 123-026
PP 123-012 123-022
S1 123-010 123-019

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

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