ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 123-050 123-010 -0-040 -0.1% 122-312
High 123-050 123-052 0-002 0.0% 123-060
Low 122-292 122-315 0-023 0.1% 122-220
Close 123-032 123-027 -0-005 0.0% 123-045
Range 0-078 0-057 -0-021 -26.9% 0-160
ATR 0-117 0-113 -0-004 -3.7% 0-000
Volume 22,482 17,762 -4,720 -21.0% 2,444,358
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-196 123-168 123-058
R3 123-139 123-111 123-043
R2 123-082 123-082 123-037
R1 123-054 123-054 123-032 123-068
PP 123-025 123-025 123-025 123-032
S1 122-317 122-317 123-022 123-011
S2 122-288 122-288 123-017
S3 122-231 122-260 123-011
S4 122-174 122-203 122-316
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% 0-105 0.3% 79% False False 91,113
10 123-100 122-220 0-200 0.5% 0-102 0.3% 64% False False 428,013
20 123-102 122-220 0-202 0.5% 0-103 0.3% 63% False False 430,820
40 123-107 121-102 2-005 1.6% 0-125 0.3% 88% False False 495,048
60 123-120 121-102 2-018 1.7% 0-129 0.3% 86% False False 498,628
80 123-120 121-102 2-018 1.7% 0-131 0.3% 86% False False 450,658
100 123-120 119-020 4-100 3.5% 0-123 0.3% 93% False False 360,750
120 123-120 117-270 5-170 4.5% 0-102 0.3% 95% False False 300,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-294
2.618 123-201
1.618 123-144
1.000 123-109
0.618 123-087
HIGH 123-052
0.618 123-030
0.500 123-024
0.382 123-017
LOW 122-315
0.618 122-280
1.000 122-258
1.618 122-223
2.618 122-166
4.250 122-073
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 123-026 123-011
PP 123-025 122-315
S1 123-024 122-298

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

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