ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 121-202 121-267 0-065 0.2% 121-307
High 122-040 121-315 -0-045 -0.1% 122-040
Low 121-190 121-212 0-022 0.1% 121-102
Close 121-285 121-292 0-007 0.0% 121-292
Range 0-170 0-103 -0-067 -39.4% 0-258
ATR 0-145 0-142 -0-003 -2.1% 0-000
Volume 553,173 455,377 -97,796 -17.7% 2,110,137
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 122-262 122-220 122-029
R3 122-159 122-117 122-000
R2 122-056 122-056 121-311
R1 122-014 122-014 121-301 122-035
PP 121-273 121-273 121-273 121-284
S1 121-231 121-231 121-283 121-252
S2 121-170 121-170 121-273
S3 121-067 121-128 121-264
S4 120-284 121-025 121-235
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 124-065 123-277 122-114
R3 123-127 123-019 122-043
R2 122-189 122-189 122-019
R1 122-081 122-081 121-316 122-006
PP 121-251 121-251 121-251 121-214
S1 121-143 121-143 121-268 121-068
S2 120-313 120-313 121-245
S3 120-055 120-205 121-221
S4 119-117 119-267 121-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-040 121-102 0-258 0.7% 0-147 0.4% 74% False False 422,027
10 123-022 121-102 1-240 1.4% 0-144 0.4% 34% False False 479,415
20 123-120 121-102 2-018 1.7% 0-140 0.4% 29% False False 500,742
40 123-120 121-102 2-018 1.7% 0-140 0.4% 29% False False 455,911
60 123-120 119-060 4-060 3.4% 0-130 0.3% 65% False False 304,563
80 123-120 117-270 5-170 4.5% 0-098 0.2% 74% False False 228,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 123-113
2.618 122-265
1.618 122-162
1.000 122-098
0.618 122-059
HIGH 121-315
0.618 121-276
0.500 121-264
0.382 121-251
LOW 121-212
0.618 121-148
1.000 121-109
1.618 121-045
2.618 120-262
4.250 120-094
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 121-282 121-272
PP 121-273 121-251
S1 121-264 121-231

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

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