ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 123-160 123-172 0-012 0.0% 123-105
High 123-180 123-235 0-055 0.1% 123-235
Low 123-125 123-142 0-017 0.0% 123-105
Close 123-152 123-212 0-060 0.2% 123-212
Range 0-055 0-093 0-038 69.1% 0-130
ATR 0-099 0-098 0-000 -0.4% 0-000
Volume 8,958 790 -8,168 -91.2% 25,423
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-155 124-117 123-263
R3 124-062 124-024 123-238
R2 123-289 123-289 123-229
R1 123-251 123-251 123-221 123-270
PP 123-196 123-196 123-196 123-206
S1 123-158 123-158 123-203 123-177
S2 123-103 123-103 123-195
S3 123-010 123-065 123-186
S4 122-237 122-292 123-161
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-254 124-203 123-284
R3 124-124 124-073 123-248
R2 123-314 123-314 123-236
R1 123-263 123-263 123-224 123-288
PP 123-184 123-184 123-184 123-197
S1 123-133 123-133 123-200 123-158
S2 123-054 123-054 123-188
S3 122-244 123-003 123-176
S4 122-114 122-193 123-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-235 123-105 0-130 0.3% 0-065 0.2% 82% True False 5,084
10 123-235 122-292 0-263 0.7% 0-080 0.2% 91% True False 10,946
20 123-235 122-220 1-015 0.8% 0-094 0.2% 93% True False 259,266
40 123-235 121-185 2-050 1.7% 0-115 0.3% 97% True False 393,850
60 123-235 121-102 2-133 2.0% 0-122 0.3% 97% True False 431,147
80 123-235 121-102 2-133 2.0% 0-127 0.3% 97% True False 448,024
100 123-235 119-140 4-095 3.5% 0-129 0.3% 98% True False 361,439
120 123-235 117-270 5-285 4.8% 0-108 0.3% 99% True False 301,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-310
2.618 124-158
1.618 124-065
1.000 124-008
0.618 123-292
HIGH 123-235
0.618 123-199
0.500 123-188
0.382 123-178
LOW 123-142
0.618 123-085
1.000 123-049
1.618 122-312
2.618 122-219
4.250 122-067
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 123-204 123-201
PP 123-196 123-191
S1 123-188 123-180

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

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