ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 122-312 123-030 0-038 0.1% 122-305
High 123-057 123-055 -0-002 0.0% 123-100
Low 122-232 122-272 0-040 0.1% 122-300
Close 123-050 123-025 -0-025 -0.1% 123-020
Range 0-145 0-103 -0-042 -29.0% 0-120
ATR 0-119 0-117 -0-001 -0.9% 0-000
Volume 1,226,270 802,765 -423,505 -34.5% 2,216,914
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-000 123-275 123-082
R3 123-217 123-172 123-053
R2 123-114 123-114 123-044
R1 123-069 123-069 123-034 123-040
PP 123-011 123-011 123-011 122-316
S1 122-286 122-286 123-016 122-257
S2 122-228 122-228 123-006
S3 122-125 122-183 122-317
S4 122-022 122-080 122-288
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-073 124-007 123-086
R3 123-273 123-207 123-053
R2 123-153 123-153 123-042
R1 123-087 123-087 123-031 123-120
PP 123-033 123-033 123-033 123-050
S1 122-287 122-287 123-009 123-000
S2 122-233 122-233 122-318
S3 122-113 122-167 122-307
S4 121-313 122-047 122-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 122-232 0-188 0.5% 0-100 0.3% 60% False False 764,913
10 123-100 122-232 0-188 0.5% 0-095 0.2% 60% False False 621,145
20 123-107 122-217 0-210 0.5% 0-108 0.3% 61% False False 553,010
40 123-107 121-102 2-005 1.6% 0-130 0.3% 87% False False 539,880
60 123-120 121-102 2-018 1.7% 0-131 0.3% 86% False False 531,337
80 123-120 120-260 2-180 2.1% 0-141 0.4% 88% False False 445,148
100 123-120 119-020 4-100 3.5% 0-117 0.3% 93% False False 356,195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-173
2.618 124-005
1.618 123-222
1.000 123-158
0.618 123-119
HIGH 123-055
0.618 123-016
0.500 123-004
0.382 122-311
LOW 122-272
0.618 122-208
1.000 122-169
1.618 122-105
2.618 122-002
4.250 121-154
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 123-018 123-016
PP 123-011 123-006
S1 123-004 122-317

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

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