ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 122-200 122-180 -0-020 -0.1% 122-220
High 122-240 122-270 0-030 0.1% 122-270
Low 122-150 122-090 -0-060 -0.2% 122-090
Close 122-180 122-250 0-070 0.2% 122-250
Range 0-090 0-180 0-090 100.0% 0-180
ATR 0-091 0-098 0-006 6.9% 0-000
Volume 824,491 627,194 -197,297 -23.9% 3,424,349
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-103 124-037 123-029
R3 123-243 123-177 122-300
R2 123-063 123-063 122-283
R1 122-317 122-317 122-266 123-030
PP 122-203 122-203 122-203 122-220
S1 122-137 122-137 122-234 122-170
S2 122-023 122-023 122-217
S3 121-163 121-277 122-200
S4 120-303 121-097 122-151
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-103 124-037 123-029
R3 123-243 123-177 122-300
R2 123-063 123-063 122-283
R1 122-317 122-317 122-266 123-030
PP 122-203 122-203 122-203 122-220
S1 122-137 122-137 122-234 122-170
S2 122-023 122-023 122-217
S3 121-163 121-277 122-200
S4 120-303 121-097 122-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-270 122-090 0-180 0.5% 0-136 0.3% 89% True True 684,869
10 122-310 122-090 0-220 0.6% 0-107 0.3% 73% False True 388,450
20 122-310 122-090 0-220 0.6% 0-078 0.2% 73% False True 196,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 125-075
2.618 124-101
1.618 123-241
1.000 123-130
0.618 123-061
HIGH 122-270
0.618 122-201
0.500 122-180
0.382 122-159
LOW 122-090
0.618 121-299
1.000 121-230
1.618 121-119
2.618 120-259
4.250 119-285
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 122-227 122-227
PP 122-203 122-203
S1 122-180 122-180

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.