ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 123-010 123-035 0-025 0.1% 122-312
High 123-052 123-135 0-083 0.2% 123-060
Low 122-315 123-007 0-012 0.0% 122-220
Close 123-027 123-125 0-098 0.2% 123-045
Range 0-057 0-128 0-071 124.6% 0-160
ATR 0-113 0-114 0-001 1.0% 0-000
Volume 17,762 16,397 -1,365 -7.7% 2,444,358
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-153 124-107 123-195
R3 124-025 123-299 123-160
R2 123-217 123-217 123-148
R1 123-171 123-171 123-137 123-194
PP 123-089 123-089 123-089 123-100
S1 123-043 123-043 123-113 123-066
S2 122-281 122-281 123-102
S3 122-153 122-235 123-090
S4 122-025 122-107 123-055
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
5 123-135 122-220 0-235 0.6% 0-101 0.3% 96% True False 43,403
10 123-135 122-220 0-235 0.6% 0-107 0.3% 96% True False 366,392
20 123-135 122-220 0-235 0.6% 0-104 0.3% 96% True False 411,310
40 123-135 121-102 2-033 1.7% 0-125 0.3% 99% True False 484,813
60 123-135 121-102 2-033 1.7% 0-130 0.3% 99% True False 490,579
80 123-135 121-102 2-033 1.7% 0-132 0.3% 99% True False 450,836
100 123-135 119-020 4-115 3.5% 0-124 0.3% 99% True False 360,914
120 123-135 117-270 5-185 4.5% 0-103 0.3% 99% True False 300,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-039
2.618 124-150
1.618 124-022
1.000 123-263
0.618 123-214
HIGH 123-135
0.618 123-086
0.500 123-071
0.382 123-056
LOW 123-007
0.618 122-248
1.000 122-199
1.618 122-120
2.618 121-312
4.250 121-103
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 123-107 123-101
PP 123-089 123-077
S1 123-071 123-054

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

View Archives - Comment on this page... - Back to Index of Symbols