ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 123-157 123-105 -0-052 -0.1% 123-050
High 123-190 123-172 -0-018 0.0% 123-190
Low 123-115 123-105 -0-010 0.0% 122-292
Close 123-127 123-155 0-028 0.1% 123-127
Range 0-075 0-067 -0-008 -10.7% 0-218
ATR 0-113 0-110 -0-003 -2.9% 0-000
Volume 12,022 5,975 -6,047 -50.3% 84,038
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-025 123-317 123-192
R3 123-278 123-250 123-173
R2 123-211 123-211 123-167
R1 123-183 123-183 123-161 123-197
PP 123-144 123-144 123-144 123-151
S1 123-116 123-116 123-149 123-130
S2 123-077 123-077 123-143
S3 123-010 123-049 123-137
S4 122-263 122-302 123-118
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
5 123-190 122-315 0-195 0.5% 0-093 0.2% 82% False False 13,506
10 123-190 122-220 0-290 0.7% 0-104 0.3% 88% False False 130,810
20 123-190 122-220 0-290 0.7% 0-101 0.3% 88% False False 354,754
40 123-190 121-185 2-005 1.6% 0-122 0.3% 95% False False 446,275
60 123-190 121-102 2-088 1.8% 0-128 0.3% 95% False False 464,430
80 123-190 121-102 2-088 1.8% 0-131 0.3% 95% False False 451,093
100 123-190 119-060 4-130 3.6% 0-127 0.3% 98% False False 361,248
120 123-190 117-270 5-240 4.7% 0-106 0.3% 98% False False 301,040
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-137
2.618 124-027
1.618 123-280
1.000 123-239
0.618 123-213
HIGH 123-172
0.618 123-146
0.500 123-138
0.382 123-131
LOW 123-105
0.618 123-064
1.000 123-038
1.618 122-317
2.618 122-250
4.250 122-140
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 123-150 123-143
PP 123-144 123-132
S1 123-138 123-120

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

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