ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 123-065 122-305 -0-080 -0.2% 122-262
High 123-087 123-040 -0-047 -0.1% 123-087
Low 122-280 122-305 0-025 0.1% 122-237
Close 122-300 123-005 0-025 0.1% 122-300
Range 0-127 0-055 -0-072 -56.7% 0-170
ATR 0-129 0-124 -0-005 -3.8% 0-000
Volume 414,589 421,381 6,792 1.6% 2,343,808
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-175 123-145 123-035
R3 123-120 123-090 123-020
R2 123-065 123-065 123-015
R1 123-035 123-035 123-010 123-050
PP 123-010 123-010 123-010 123-018
S1 122-300 122-300 123-000 122-315
S2 122-275 122-275 122-315
S3 122-220 122-245 122-310
S4 122-165 122-190 122-295
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-185 124-092 123-074
R3 124-015 123-242 123-027
R2 123-165 123-165 123-011
R1 123-072 123-072 122-316 123-118
PP 122-315 122-315 122-315 123-018
S1 122-222 122-222 122-284 122-268
S2 122-145 122-145 122-269
S3 121-295 122-052 122-253
S4 121-125 121-202 122-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-087 122-280 0-127 0.3% 0-091 0.2% 35% False False 477,376
10 123-102 122-237 0-185 0.5% 0-103 0.3% 48% False False 433,626
20 123-107 121-185 1-242 1.4% 0-134 0.3% 82% False False 528,202
40 123-107 121-102 2-005 1.6% 0-134 0.3% 84% False False 509,581
60 123-120 121-102 2-018 1.7% 0-136 0.3% 83% False False 511,176
80 123-120 120-160 2-280 2.3% 0-140 0.4% 88% False False 397,432
100 123-120 117-270 5-170 4.5% 0-112 0.3% 94% False False 317,949
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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 123-274
2.618 123-184
1.618 123-129
1.000 123-095
0.618 123-074
HIGH 123-040
0.618 123-019
0.500 123-012
0.382 123-006
LOW 122-305
0.618 122-271
1.000 122-250
1.618 122-216
2.618 122-161
4.250 122-071
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 123-012 123-024
PP 123-010 123-017
S1 123-008 123-011

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

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