ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 122-317 123-050 0-053 0.1% 122-312
High 123-057 123-050 -0-007 0.0% 123-060
Low 122-220 122-292 0-072 0.2% 122-220
Close 123-045 123-032 -0-013 0.0% 123-045
Range 0-157 0-078 -0-079 -50.3% 0-160
ATR 0-120 0-117 -0-003 -2.5% 0-000
Volume 48,740 22,482 -26,258 -53.9% 2,444,358
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-252 123-220 123-075
R3 123-174 123-142 123-053
R2 123-096 123-096 123-046
R1 123-064 123-064 123-039 123-041
PP 123-018 123-018 123-018 123-006
S1 122-306 122-306 123-025 122-283
S2 122-260 122-260 123-018
S3 122-182 122-228 123-011
S4 122-104 122-150 122-309
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% 0-115 0.3% 83% False False 248,114
10 123-100 122-220 0-200 0.5% 0-102 0.3% 66% False False 468,375
20 123-107 122-220 0-207 0.5% 0-105 0.3% 64% False False 449,975
40 123-107 121-102 2-005 1.6% 0-129 0.3% 88% False False 497,340
60 123-120 121-102 2-018 1.7% 0-131 0.3% 87% False False 505,487
80 123-120 121-102 2-018 1.7% 0-132 0.3% 87% False False 450,567
100 123-120 119-020 4-100 3.5% 0-122 0.3% 94% False False 360,573
120 123-120 117-270 5-170 4.5% 0-102 0.3% 95% False False 300,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124-062
2.618 123-254
1.618 123-176
1.000 123-128
0.618 123-098
HIGH 123-050
0.618 123-020
0.500 123-011
0.382 123-002
LOW 122-292
0.618 122-244
1.000 122-214
1.618 122-166
2.618 122-088
4.250 121-280
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 123-025 123-014
PP 123-018 122-316
S1 123-011 122-298

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

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