ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 123-020 123-055 0-035 0.1% 122-262
High 123-060 123-100 0-040 0.1% 123-087
Low 122-300 123-010 0-030 0.1% 122-237
Close 123-050 123-090 0-040 0.1% 122-300
Range 0-080 0-090 0-010 12.5% 0-170
ATR 0-121 0-119 -0-002 -1.8% 0-000
Volume 632,607 712,905 80,298 12.7% 2,343,808
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-017 123-303 123-140
R3 123-247 123-213 123-115
R2 123-157 123-157 123-106
R1 123-123 123-123 123-098 123-140
PP 123-067 123-067 123-067 123-075
S1 123-033 123-033 123-082 123-050
S2 122-297 122-297 123-074
S3 122-207 122-263 123-065
S4 122-117 122-173 123-040
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
5 123-100 122-280 0-140 0.4% 0-093 0.2% 93% True False 565,504
10 123-100 122-237 0-183 0.5% 0-097 0.2% 95% True False 470,644
20 123-107 121-185 1-242 1.4% 0-125 0.3% 97% False False 525,757
40 123-107 121-102 2-005 1.6% 0-131 0.3% 97% False False 517,201
60 123-120 121-102 2-018 1.7% 0-134 0.3% 95% False False 518,856
80 123-120 120-170 2-270 2.3% 0-141 0.4% 97% False False 414,243
100 123-120 118-040 5-080 4.3% 0-114 0.3% 98% False False 331,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-162
2.618 124-016
1.618 123-246
1.000 123-190
0.618 123-156
HIGH 123-100
0.618 123-066
0.500 123-055
0.382 123-044
LOW 123-010
0.618 122-274
1.000 122-240
1.618 122-184
2.618 122-094
4.250 121-268
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 123-078 123-073
PP 123-067 123-057
S1 123-055 123-040

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

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