ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 122-180 122-252 0-072 0.2% 122-220
High 122-270 122-252 -0-018 0.0% 122-270
Low 122-090 122-162 0-072 0.2% 122-090
Close 122-250 122-230 -0-020 -0.1% 122-250
Range 0-180 0-090 -0-090 -50.0% 0-180
ATR 0-098 0-097 -0-001 -0.6% 0-000
Volume 627,194 389,035 -238,159 -38.0% 3,424,349
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-165 123-127 122-280
R3 123-075 123-037 122-255
R2 122-305 122-305 122-246
R1 122-267 122-267 122-238 122-241
PP 122-215 122-215 122-215 122-202
S1 122-177 122-177 122-222 122-151
S2 122-125 122-125 122-214
S3 122-035 122-087 122-205
S4 121-265 121-317 122-180
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% 0-126 0.3% 78% False False 710,149
10 122-310 122-090 0-220 0.6% 0-106 0.3% 64% False False 426,432
20 122-310 122-090 0-220 0.6% 0-081 0.2% 64% False False 215,395
40 122-310 120-290 2-020 1.7% 0-053 0.1% 88% False False 108,277
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-314
2.618 123-168
1.618 123-078
1.000 123-022
0.618 122-308
HIGH 122-252
0.618 122-218
0.500 122-207
0.382 122-196
LOW 122-162
0.618 122-106
1.000 122-072
1.618 122-016
2.618 121-246
4.250 121-100
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 122-222 122-213
PP 122-215 122-197
S1 122-207 122-180

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.