ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 123-032 122-317 -0-035 -0.1% 122-305
High 123-060 123-040 -0-020 -0.1% 123-100
Low 122-230 122-275 0-045 0.1% 122-300
Close 123-002 122-297 -0-025 -0.1% 123-020
Range 0-150 0-085 -0-065 -43.3% 0-120
ATR 0-120 0-117 -0-002 -2.1% 0-000
Volume 254,947 111,636 -143,311 -56.2% 2,216,914
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-246 123-196 123-024
R3 123-161 123-111 123-000
R2 123-076 123-076 122-313
R1 123-026 123-026 122-305 123-008
PP 122-311 122-311 122-311 122-302
S1 122-261 122-261 122-289 122-244
S2 122-226 122-226 122-281
S3 122-141 122-176 122-274
S4 122-056 122-091 122-250
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
5 123-082 122-230 0-172 0.4% 0-113 0.3% 39% False False 569,127
10 123-100 122-230 0-190 0.5% 0-103 0.3% 35% False False 567,315
20 123-107 122-230 0-197 0.5% 0-106 0.3% 34% False False 503,282
40 123-107 121-102 2-005 1.6% 0-130 0.3% 80% False False 522,700
60 123-120 121-102 2-018 1.7% 0-131 0.3% 78% False False 521,686
80 123-120 121-102 2-018 1.7% 0-134 0.3% 78% False False 449,704
100 123-120 119-020 4-100 3.5% 0-120 0.3% 90% False False 359,860
120 123-120 117-270 5-170 4.5% 0-100 0.3% 92% False False 299,884
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-081
2.618 123-263
1.618 123-178
1.000 123-125
0.618 123-093
HIGH 123-040
0.618 123-008
0.500 122-318
0.382 122-307
LOW 122-275
0.618 122-222
1.000 122-190
1.618 122-137
2.618 122-052
4.250 121-234
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 122-318 122-305
PP 122-311 122-302
S1 122-304 122-300

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

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