ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 123-035 123-100 0-065 0.2% 122-312
High 123-135 123-190 0-055 0.1% 123-060
Low 123-007 123-050 0-043 0.1% 122-220
Close 123-125 123-182 0-057 0.1% 123-045
Range 0-128 0-140 0-012 9.4% 0-160
ATR 0-114 0-116 0-002 1.6% 0-000
Volume 16,397 15,375 -1,022 -6.2% 2,444,358
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-241 124-191 123-259
R3 124-101 124-051 123-220
R2 123-281 123-281 123-208
R1 123-231 123-231 123-195 123-256
PP 123-141 123-141 123-141 123-153
S1 123-091 123-091 123-169 123-116
S2 123-001 123-001 123-156
S3 122-181 122-271 123-144
S4 122-041 122-131 123-105
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
5 123-190 122-220 0-290 0.7% 0-112 0.3% 97% True False 24,151
10 123-190 122-220 0-290 0.7% 0-112 0.3% 97% True False 296,639
20 123-190 122-220 0-290 0.7% 0-105 0.3% 97% True False 383,641
40 123-190 121-185 2-005 1.6% 0-125 0.3% 99% True False 471,038
60 123-190 121-102 2-088 1.8% 0-130 0.3% 99% True False 481,129
80 123-190 121-102 2-088 1.8% 0-132 0.3% 99% True False 450,989
100 123-190 119-020 4-170 3.7% 0-125 0.3% 99% True False 361,068
120 123-190 117-270 5-240 4.7% 0-104 0.3% 100% True False 300,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 125-145
2.618 124-237
1.618 124-097
1.000 124-010
0.618 123-277
HIGH 123-190
0.618 123-137
0.500 123-120
0.382 123-103
LOW 123-050
0.618 122-283
1.000 122-230
1.618 122-143
2.618 122-003
4.250 121-095
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 123-161 123-152
PP 123-141 123-122
S1 123-120 123-092

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

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