ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 122-212 122-160 -0-052 -0.1% 122-250
High 122-245 122-192 -0-053 -0.1% 123-120
Low 122-115 122-067 -0-048 -0.1% 122-172
Close 122-120 122-145 0-025 0.1% 122-300
Range 0-130 0-125 -0-005 -3.8% 0-268
ATR 0-143 0-142 -0-001 -0.9% 0-000
Volume 466,986 573,714 106,728 22.9% 2,639,615
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 123-190 123-132 122-214
R3 123-065 123-007 122-179
R2 122-260 122-260 122-168
R1 122-202 122-202 122-156 122-168
PP 122-135 122-135 122-135 122-118
S1 122-077 122-077 122-134 122-044
S2 122-010 122-010 122-122
S3 121-205 121-272 122-111
S4 121-080 121-147 122-076
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-148 125-012 123-127
R3 124-200 124-064 123-054
R2 123-252 123-252 123-029
R1 123-116 123-116 123-005 123-184
PP 122-304 122-304 122-304 123-018
S1 122-168 122-168 122-275 122-236
S2 122-036 122-036 122-251
S3 121-088 121-220 122-226
S4 120-140 120-272 122-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 122-067 1-053 1.0% 0-136 0.3% 21% False True 554,883
10 123-120 122-067 1-053 1.0% 0-142 0.4% 21% False True 521,328
20 123-120 122-067 1-053 1.0% 0-139 0.4% 21% False True 522,166
40 123-120 120-170 2-270 2.3% 0-150 0.4% 68% False False 311,285
60 123-120 118-040 5-080 4.3% 0-103 0.3% 82% False False 207,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-083
2.618 123-199
1.618 123-074
1.000 122-317
0.618 122-269
HIGH 122-192
0.618 122-144
0.500 122-130
0.382 122-115
LOW 122-067
0.618 121-310
1.000 121-262
1.618 121-185
2.618 121-060
4.250 120-176
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 122-140 122-190
PP 122-135 122-175
S1 122-130 122-160

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

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