ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 123-137 123-145 0-008 0.0% 123-050
High 123-187 123-170 -0-017 0.0% 123-190
Low 123-115 123-132 0-017 0.0% 122-292
Close 123-157 123-155 -0-002 0.0% 123-127
Range 0-072 0-038 -0-034 -47.2% 0-218
ATR 0-107 0-102 -0-005 -4.6% 0-000
Volume 7,079 2,621 -4,458 -63.0% 84,038
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-266 123-249 123-176
R3 123-228 123-211 123-165
R2 123-190 123-190 123-162
R1 123-173 123-173 123-158 123-182
PP 123-152 123-152 123-152 123-157
S1 123-135 123-135 123-152 123-144
S2 123-114 123-114 123-148
S3 123-076 123-097 123-145
S4 123-038 123-059 123-134
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
5 123-190 123-050 0-140 0.4% 0-078 0.2% 75% False False 8,614
10 123-190 122-220 0-290 0.7% 0-090 0.2% 88% False False 26,008
20 123-190 122-220 0-290 0.7% 0-096 0.2% 88% False False 312,780
40 123-190 121-185 2-005 1.6% 0-118 0.3% 95% False False 422,494
60 123-190 121-102 2-088 1.8% 0-126 0.3% 95% False False 450,238
80 123-190 121-102 2-088 1.8% 0-129 0.3% 95% False False 450,351
100 123-190 119-080 4-110 3.5% 0-128 0.3% 97% False False 361,342
120 123-190 117-270 5-240 4.7% 0-107 0.3% 98% False False 301,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 124-012
2.618 123-269
1.618 123-231
1.000 123-208
0.618 123-193
HIGH 123-170
0.618 123-155
0.500 123-151
0.382 123-147
LOW 123-132
0.618 123-109
1.000 123-094
1.618 123-071
2.618 123-033
4.250 122-290
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 123-154 123-152
PP 123-152 123-149
S1 123-151 123-146

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

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