ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 123-015 123-010 -0-005 0.0% 123-042
High 123-072 123-062 -0-010 0.0% 123-107
Low 122-305 122-312 0-007 0.0% 122-240
Close 123-005 123-017 0-012 0.0% 122-250
Range 0-087 0-070 -0-017 -19.5% 0-187
ATR 0-135 0-130 -0-005 -3.4% 0-000
Volume 470,887 433,988 -36,899 -7.8% 1,971,945
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-234 123-195 123-056
R3 123-164 123-125 123-036
R2 123-094 123-094 123-030
R1 123-055 123-055 123-023 123-074
PP 123-024 123-024 123-024 123-033
S1 122-305 122-305 123-011 123-004
S2 122-274 122-274 123-004
S3 122-204 122-235 122-318
S4 122-134 122-165 122-298
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
5 123-072 122-237 0-155 0.4% 0-101 0.3% 65% False False 375,784
10 123-107 122-237 0-190 0.5% 0-109 0.3% 53% False False 439,249
20 123-107 121-185 1-242 1.4% 0-138 0.4% 84% False False 530,152
40 123-120 121-102 2-018 1.7% 0-137 0.3% 84% False False 515,874
60 123-120 121-102 2-018 1.7% 0-139 0.4% 84% False False 502,847
80 123-120 119-080 4-040 3.4% 0-137 0.3% 92% False False 378,907
100 123-120 117-270 5-170 4.5% 0-109 0.3% 94% False False 303,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 124-040
2.618 123-245
1.618 123-175
1.000 123-132
0.618 123-105
HIGH 123-062
0.618 123-035
0.500 123-027
0.382 123-019
LOW 122-312
0.618 122-269
1.000 122-242
1.618 122-199
2.618 122-129
4.250 122-014
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 123-027 123-010
PP 123-024 123-002
S1 123-020 122-314

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

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