ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 122-317 122-317 0-000 0.0% 122-312
High 123-040 123-057 0-017 0.0% 123-060
Low 122-275 122-220 -0-055 -0.1% 122-220
Close 122-297 123-045 0-068 0.2% 123-045
Range 0-085 0-157 0-072 84.7% 0-160
ATR 0-117 0-120 0-003 2.4% 0-000
Volume 111,636 48,740 -62,896 -56.3% 2,444,358
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-152 124-095 123-131
R3 123-315 123-258 123-088
R2 123-158 123-158 123-074
R1 123-101 123-101 123-059 123-130
PP 123-001 123-001 123-001 123-015
S1 122-264 122-264 123-031 122-292
S2 122-164 122-164 123-016
S3 122-007 122-107 123-002
S4 121-170 121-270 122-279
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-162 124-103 123-133
R3 124-002 123-263 123-089
R2 123-162 123-162 123-074
R1 123-103 123-103 123-060 123-132
PP 123-002 123-002 123-002 123-016
S1 122-263 122-263 123-030 122-292
S2 122-162 122-162 123-016
S3 122-002 122-103 123-001
S4 121-162 121-263 122-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-060 122-220 0-160 0.4% 0-128 0.3% 91% False True 488,871
10 123-100 122-220 0-200 0.5% 0-107 0.3% 73% False True 507,586
20 123-107 122-220 0-207 0.5% 0-107 0.3% 70% False True 475,718
40 123-107 121-102 2-005 1.6% 0-131 0.3% 90% False False 512,166
60 123-120 121-102 2-018 1.7% 0-132 0.3% 89% False False 514,364
80 123-120 121-102 2-018 1.7% 0-134 0.3% 89% False False 450,302
100 123-120 119-020 4-100 3.5% 0-121 0.3% 95% False False 360,348
120 123-120 117-270 5-170 4.5% 0-101 0.3% 96% False False 300,290
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 0-035
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 125-084
2.618 124-148
1.618 123-311
1.000 123-214
0.618 123-154
HIGH 123-057
0.618 122-317
0.500 122-298
0.382 122-280
LOW 122-220
0.618 122-123
1.000 122-063
1.618 121-286
2.618 121-129
4.250 120-193
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 123-023 123-023
PP 123-001 123-002
S1 122-298 122-300

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

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