ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 123-145 123-160 0-015 0.0% 123-050
High 123-170 123-180 0-010 0.0% 123-190
Low 123-132 123-125 -0-007 0.0% 122-292
Close 123-155 123-152 -0-003 0.0% 123-127
Range 0-038 0-055 0-017 44.7% 0-218
ATR 0-102 0-099 -0-003 -3.3% 0-000
Volume 2,621 8,958 6,337 241.8% 84,038
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-317 123-290 123-182
R3 123-262 123-235 123-167
R2 123-207 123-207 123-162
R1 123-180 123-180 123-157 123-166
PP 123-152 123-152 123-152 123-146
S1 123-125 123-125 123-147 123-111
S2 123-097 123-097 123-142
S3 123-042 123-070 123-137
S4 122-307 123-015 123-122
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
5 123-190 123-105 0-085 0.2% 0-061 0.2% 55% False False 7,331
10 123-190 122-220 0-290 0.7% 0-087 0.2% 87% False False 15,741
20 123-190 122-220 0-290 0.7% 0-095 0.2% 87% False False 291,528
40 123-190 121-185 2-005 1.6% 0-116 0.3% 94% False False 410,840
60 123-190 121-102 2-088 1.8% 0-123 0.3% 95% False False 441,092
80 123-190 121-102 2-088 1.8% 0-128 0.3% 95% False False 450,017
100 123-190 119-080 4-110 3.5% 0-128 0.3% 97% False False 361,431
120 123-190 117-270 5-240 4.7% 0-107 0.3% 98% False False 301,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-094
2.618 124-004
1.618 123-269
1.000 123-235
0.618 123-214
HIGH 123-180
0.618 123-159
0.500 123-152
0.382 123-146
LOW 123-125
0.618 123-091
1.000 123-070
1.618 123-036
2.618 122-301
4.250 122-211
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 123-152 123-152
PP 123-152 123-151
S1 123-152 123-151

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

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