ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 123-105 123-137 0-032 0.1% 123-050
High 123-172 123-187 0-015 0.0% 123-190
Low 123-105 123-115 0-010 0.0% 122-292
Close 123-155 123-157 0-002 0.0% 123-127
Range 0-067 0-072 0-005 7.5% 0-218
ATR 0-110 0-107 -0-003 -2.4% 0-000
Volume 5,975 7,079 1,104 18.5% 84,038
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-049 124-015 123-197
R3 123-297 123-263 123-177
R2 123-225 123-225 123-170
R1 123-191 123-191 123-164 123-208
PP 123-153 123-153 123-153 123-162
S1 123-119 123-119 123-150 123-136
S2 123-081 123-081 123-144
S3 123-009 123-047 123-137
S4 122-257 122-295 123-117
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
5 123-190 123-007 0-183 0.5% 0-096 0.2% 82% False False 11,369
10 123-190 122-220 0-290 0.7% 0-101 0.3% 89% False False 51,241
20 123-190 122-220 0-290 0.7% 0-098 0.2% 89% False False 336,193
40 123-190 121-185 2-005 1.6% 0-120 0.3% 95% False False 435,864
60 123-190 121-102 2-088 1.8% 0-127 0.3% 95% False False 456,577
80 123-190 121-102 2-088 1.8% 0-130 0.3% 95% False False 450,968
100 123-190 119-060 4-130 3.6% 0-127 0.3% 98% False False 361,315
120 123-190 117-270 5-240 4.7% 0-106 0.3% 98% False False 301,099
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-173
2.618 124-055
1.618 123-303
1.000 123-259
0.618 123-231
HIGH 123-187
0.618 123-159
0.500 123-151
0.382 123-143
LOW 123-115
0.618 123-071
1.000 123-043
1.618 122-319
2.618 122-247
4.250 122-129
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 123-155 123-154
PP 123-153 123-151
S1 123-151 123-148

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

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