ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 123-010 123-047 0-037 0.1% 123-042
High 123-062 123-075 0-013 0.0% 123-107
Low 122-312 122-280 -0-032 -0.1% 122-240
Close 123-017 123-057 0-040 0.1% 122-250
Range 0-070 0-115 0-045 64.3% 0-187
ATR 0-130 0-129 -0-001 -0.8% 0-000
Volume 433,988 646,038 212,050 48.9% 1,971,945
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-056 124-011 123-120
R3 123-261 123-216 123-089
R2 123-146 123-146 123-078
R1 123-101 123-101 123-068 123-124
PP 123-031 123-031 123-031 123-042
S1 122-306 122-306 123-046 123-008
S2 122-236 122-236 123-036
S3 122-121 122-191 123-025
S4 122-006 122-076 122-314
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
5 123-075 122-237 0-158 0.4% 0-100 0.3% 89% True False 398,668
10 123-107 122-237 0-190 0.5% 0-107 0.3% 74% False False 443,851
20 123-107 121-185 1-242 1.4% 0-137 0.3% 91% False False 528,434
40 123-120 121-102 2-018 1.7% 0-136 0.3% 90% False False 517,088
60 123-120 121-102 2-018 1.7% 0-138 0.4% 90% False False 510,943
80 123-120 119-140 3-300 3.2% 0-138 0.4% 95% False False 386,982
100 123-120 117-270 5-170 4.5% 0-111 0.3% 96% False False 309,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-244
2.618 124-056
1.618 123-261
1.000 123-190
0.618 123-146
HIGH 123-075
0.618 123-031
0.500 123-018
0.382 123-004
LOW 122-280
0.618 122-209
1.000 122-165
1.618 122-094
2.618 121-299
4.250 121-111
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 123-044 123-044
PP 123-031 123-031
S1 123-018 123-018

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

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