ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 123-030 123-032 0-002 0.0% 122-305
High 123-055 123-060 0-005 0.0% 123-100
Low 122-272 122-230 -0-042 -0.1% 122-300
Close 123-025 123-002 -0-023 -0.1% 123-020
Range 0-103 0-150 0-047 45.6% 0-120
ATR 0-117 0-120 0-002 2.0% 0-000
Volume 802,765 254,947 -547,818 -68.2% 2,216,914
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-121 124-051 123-084
R3 123-291 123-221 123-043
R2 123-141 123-141 123-030
R1 123-071 123-071 123-016 123-031
PP 122-311 122-311 122-311 122-290
S1 122-241 122-241 122-308 122-201
S2 122-161 122-161 122-294
S3 122-011 122-091 122-281
S4 121-181 121-261 122-240
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
5 123-100 122-230 0-190 0.5% 0-114 0.3% 48% False True 689,381
10 123-100 122-230 0-190 0.5% 0-102 0.3% 48% False True 599,551
20 123-107 122-230 0-197 0.5% 0-107 0.3% 47% False True 527,082
40 123-107 121-102 2-005 1.6% 0-131 0.3% 84% False False 532,176
60 123-120 121-102 2-018 1.7% 0-131 0.3% 82% False False 526,821
80 123-120 121-030 2-090 1.9% 0-139 0.4% 84% False False 448,329
100 123-120 119-020 4-100 3.5% 0-119 0.3% 91% False False 358,744
120 123-120 117-270 5-170 4.5% 0-099 0.3% 93% False False 298,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 125-058
2.618 124-133
1.618 123-303
1.000 123-210
0.618 123-153
HIGH 123-060
0.618 123-003
0.500 122-305
0.382 122-287
LOW 122-230
0.618 122-137
1.000 122-080
1.618 121-307
2.618 121-157
4.250 120-232
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 122-316 122-316
PP 122-311 122-311
S1 122-305 122-305

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

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