ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 123-012 122-262 -0-070 -0.2% 123-042
High 123-015 123-052 0-037 0.1% 123-107
Low 122-240 122-237 -0-003 0.0% 122-240
Close 122-250 123-025 0-095 0.2% 122-250
Range 0-095 0-135 0-040 42.1% 0-187
ATR 0-139 0-138 0-000 -0.2% 0-000
Volume 64,122 378,306 314,184 490.0% 1,971,945
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-083 124-029 123-099
R3 123-268 123-214 123-062
R2 123-133 123-133 123-050
R1 123-079 123-079 123-037 123-106
PP 122-318 122-318 122-318 123-012
S1 122-264 122-264 123-013 122-291
S2 122-183 122-183 123-000
S3 122-048 122-129 122-308
S4 121-233 121-314 122-271
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
5 123-102 122-237 0-185 0.5% 0-114 0.3% 58% False True 389,876
10 123-107 122-217 0-210 0.5% 0-120 0.3% 61% False False 484,876
20 123-107 121-185 1-242 1.4% 0-141 0.4% 85% False False 535,535
40 123-120 121-102 2-018 1.7% 0-141 0.4% 86% False False 516,769
60 123-120 121-102 2-018 1.7% 0-141 0.4% 86% False False 489,226
80 123-120 119-060 4-060 3.4% 0-135 0.3% 93% False False 367,596
100 123-120 117-270 5-170 4.5% 0-108 0.3% 95% False False 294,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-306
2.618 124-085
1.618 123-270
1.000 123-187
0.618 123-135
HIGH 123-052
0.618 123-000
0.500 122-304
0.382 122-289
LOW 122-237
0.618 122-154
1.000 122-102
1.618 122-019
2.618 121-204
4.250 120-303
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 123-012 123-014
PP 122-318 123-004
S1 122-304 122-314

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

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