ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 122-305 123-020 0-035 0.1% 122-262
High 123-040 123-060 0-020 0.1% 123-087
Low 122-305 122-300 -0-005 0.0% 122-237
Close 123-005 123-050 0-045 0.1% 122-300
Range 0-055 0-080 0-025 45.5% 0-170
ATR 0-124 0-121 -0-003 -2.5% 0-000
Volume 421,381 632,607 211,226 50.1% 2,343,808
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-270 123-240 123-094
R3 123-190 123-160 123-072
R2 123-110 123-110 123-065
R1 123-080 123-080 123-057 123-095
PP 123-030 123-030 123-030 123-038
S1 123-000 123-000 123-043 123-015
S2 122-270 122-270 123-035
S3 122-190 122-240 123-028
S4 122-110 122-160 123-006
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% 0-089 0.2% 71% False False 509,720
10 123-102 122-237 0-185 0.5% 0-101 0.3% 72% False False 456,228
20 123-107 121-185 1-242 1.4% 0-127 0.3% 90% False False 528,453
40 123-107 121-102 2-005 1.6% 0-132 0.3% 91% False False 513,722
60 123-120 121-102 2-018 1.7% 0-135 0.3% 89% False False 515,504
80 123-120 120-160 2-280 2.3% 0-141 0.4% 92% False False 405,336
100 123-120 118-040 5-080 4.3% 0-113 0.3% 96% False False 324,275
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-080
2.618 123-269
1.618 123-189
1.000 123-140
0.618 123-109
HIGH 123-060
0.618 123-029
0.500 123-020
0.382 123-011
LOW 122-300
0.618 122-251
1.000 122-220
1.618 122-171
2.618 122-091
4.250 121-280
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 123-040 123-041
PP 123-030 123-032
S1 123-020 123-024

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

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