ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 122-250 122-187 -0-063 -0.2% 122-262
High 122-260 122-207 -0-053 -0.1% 122-312
Low 122-150 122-087 -0-063 -0.2% 122-067
Close 122-167 122-097 -0-070 -0.2% 122-155
Range 0-110 0-120 0-010 9.1% 0-245
ATR 0-137 0-136 -0-001 -0.9% 0-000
Volume 490,658 470,113 -20,545 -4.2% 2,581,087
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-170 123-094 122-163
R3 123-050 122-294 122-130
R2 122-250 122-250 122-119
R1 122-174 122-174 122-108 122-152
PP 122-130 122-130 122-130 122-120
S1 122-054 122-054 122-086 122-032
S2 122-010 122-010 122-075
S3 121-210 121-254 122-064
S4 121-090 121-134 122-031
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-273 124-139 122-290
R3 124-028 123-214 122-222
R2 123-103 123-103 122-200
R1 122-289 122-289 122-177 122-234
PP 122-178 122-178 122-178 122-150
S1 122-044 122-044 122-133 121-308
S2 121-253 121-253 122-110
S3 121-008 121-119 122-088
S4 120-083 120-194 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-022 122-087 0-255 0.7% 0-129 0.3% 4% False True 515,001
10 123-120 122-067 1-053 1.0% 0-130 0.3% 8% False False 527,274
20 123-120 122-067 1-053 1.0% 0-136 0.3% 8% False False 518,760
40 123-120 121-270 1-170 1.3% 0-137 0.3% 30% False False 388,437
60 123-120 119-020 4-100 3.5% 0-115 0.3% 75% False False 259,136
80 123-120 117-270 5-170 4.5% 0-086 0.2% 81% False False 194,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-077
2.618 123-201
1.618 123-081
1.000 123-007
0.618 122-281
HIGH 122-207
0.618 122-161
0.500 122-147
0.382 122-133
LOW 122-087
0.618 122-013
1.000 121-287
1.618 121-213
2.618 121-093
4.250 120-217
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 122-147 122-214
PP 122-130 122-175
S1 122-114 122-136

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

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