ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 123-057 123-012 -0-045 -0.1% 123-042
High 123-070 123-015 -0-055 -0.1% 123-107
Low 122-270 122-240 -0-030 -0.1% 122-240
Close 123-015 122-250 -0-085 -0.2% 122-250
Range 0-120 0-095 -0-025 -20.8% 0-187
ATR 0-142 0-139 -0-003 -2.4% 0-000
Volume 531,620 64,122 -467,498 -87.9% 1,971,945
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-240 123-180 122-302
R3 123-145 123-085 122-276
R2 123-050 123-050 122-267
R1 122-310 122-310 122-259 122-292
PP 122-275 122-275 122-275 122-266
S1 122-215 122-215 122-241 122-198
S2 122-180 122-180 122-233
S3 122-085 122-120 122-224
S4 121-310 122-025 122-198
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-227 124-105 123-033
R3 124-040 123-238 122-301
R2 123-173 123-173 122-284
R1 123-051 123-051 122-267 123-018
PP 122-306 122-306 122-306 122-289
S1 122-184 122-184 122-233 122-152
S2 122-119 122-119 122-216
S3 121-252 121-317 122-199
S4 121-065 121-130 122-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-107 122-240 0-187 0.5% 0-107 0.3% 5% False True 394,389
10 123-107 121-305 1-122 1.1% 0-135 0.3% 60% False False 507,763
20 123-107 121-185 1-242 1.4% 0-142 0.4% 69% False False 537,795
40 123-120 121-102 2-018 1.7% 0-141 0.4% 71% False False 519,269
60 123-120 121-102 2-018 1.7% 0-141 0.4% 71% False False 483,206
80 123-120 119-060 4-060 3.4% 0-133 0.3% 86% False False 362,871
100 123-120 117-270 5-170 4.5% 0-106 0.3% 89% False False 290,297
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 True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 124-099
2.618 123-264
1.618 123-169
1.000 123-110
0.618 123-074
HIGH 123-015
0.618 122-299
0.500 122-288
0.382 122-276
LOW 122-240
0.618 122-181
1.000 122-145
1.618 122-086
2.618 121-311
4.250 121-156
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 122-288 123-011
PP 122-275 122-304
S1 122-262 122-277

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

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