ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 123-100 123-157 0-057 0.1% 123-050
High 123-190 123-190 0-000 0.0% 123-190
Low 123-050 123-115 0-065 0.2% 122-292
Close 123-182 123-127 -0-055 -0.1% 123-127
Range 0-140 0-075 -0-065 -46.4% 0-218
ATR 0-116 0-113 -0-003 -2.5% 0-000
Volume 15,375 12,022 -3,353 -21.8% 84,038
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-049 124-003 123-168
R3 123-294 123-248 123-148
R2 123-219 123-219 123-141
R1 123-173 123-173 123-134 123-158
PP 123-144 123-144 123-144 123-137
S1 123-098 123-098 123-120 123-084
S2 123-069 123-069 123-113
S3 122-314 123-023 123-106
S4 122-239 122-268 123-086
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-110 125-017 123-247
R3 124-212 124-119 123-187
R2 123-314 123-314 123-167
R1 123-221 123-221 123-147 123-268
PP 123-096 123-096 123-096 123-120
S1 123-003 123-003 123-107 123-050
S2 122-198 122-198 123-087
S3 121-300 122-105 123-067
S4 121-082 121-207 123-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 122-292 0-218 0.6% 0-096 0.2% 71% True False 16,807
10 123-190 122-220 0-290 0.7% 0-112 0.3% 78% True False 252,839
20 123-190 122-220 0-290 0.7% 0-103 0.3% 78% True False 357,662
40 123-190 121-185 2-005 1.6% 0-123 0.3% 90% True False 457,510
60 123-190 121-102 2-088 1.8% 0-128 0.3% 91% True False 470,886
80 123-190 121-102 2-088 1.8% 0-132 0.3% 91% True False 451,068
100 123-190 119-020 4-170 3.7% 0-126 0.3% 96% True False 361,188
120 123-190 117-270 5-240 4.7% 0-105 0.3% 97% True False 300,990
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-189
2.618 124-066
1.618 123-311
1.000 123-265
0.618 123-236
HIGH 123-190
0.618 123-161
0.500 123-152
0.382 123-144
LOW 123-115
0.618 123-069
1.000 123-040
1.618 122-314
2.618 122-239
4.250 122-116
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 123-152 123-118
PP 123-144 123-108
S1 123-136 123-098

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

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