ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 122-262 123-015 0-073 0.2% 123-042
High 123-052 123-072 0-020 0.1% 123-107
Low 122-237 122-305 0-068 0.2% 122-240
Close 123-025 123-005 -0-020 -0.1% 122-250
Range 0-135 0-087 -0-048 -35.6% 0-187
ATR 0-138 0-135 -0-004 -2.7% 0-000
Volume 378,306 470,887 92,581 24.5% 1,971,945
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-282 123-230 123-053
R3 123-195 123-143 123-029
R2 123-108 123-108 123-021
R1 123-056 123-056 123-013 123-038
PP 123-021 123-021 123-021 123-012
S1 122-289 122-289 122-317 122-272
S2 122-254 122-254 122-309
S3 122-167 122-202 122-301
S4 122-080 122-115 122-277
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% 0-112 0.3% 48% False False 402,736
10 123-107 122-237 0-190 0.5% 0-113 0.3% 46% False False 454,613
20 123-107 121-185 1-242 1.4% 0-140 0.4% 82% False False 532,209
40 123-120 121-102 2-018 1.7% 0-141 0.4% 83% False False 518,968
60 123-120 121-102 2-018 1.7% 0-141 0.4% 83% False False 496,208
80 123-120 119-080 4-040 3.4% 0-136 0.3% 91% False False 373,482
100 123-120 117-270 5-170 4.5% 0-109 0.3% 94% False False 298,789
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 124-122
2.618 123-300
1.618 123-213
1.000 123-159
0.618 123-126
HIGH 123-072
0.618 123-039
0.500 123-028
0.382 123-018
LOW 122-305
0.618 122-251
1.000 122-218
1.618 122-164
2.618 122-077
4.250 121-255
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 123-028 123-002
PP 123-021 122-318
S1 123-013 122-314

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

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