ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 122-042 122-072 0-030 0.1% 121-307
High 122-112 122-145 0-033 0.1% 122-040
Low 122-002 122-010 0-008 0.0% 121-102
Close 122-080 122-062 -0-018 0.0% 121-292
Range 0-110 0-135 0-025 22.7% 0-258
ATR 0-139 0-138 0-000 -0.2% 0-000
Volume 475,122 680,394 205,272 43.2% 2,110,137
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-157 123-085 122-136
R3 123-022 122-270 122-099
R2 122-207 122-207 122-087
R1 122-135 122-135 122-074 122-104
PP 122-072 122-072 122-072 122-057
S1 122-000 122-000 122-050 121-288
S2 121-257 121-257 122-037
S3 121-122 121-185 122-025
S4 120-307 121-050 121-308
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
5 122-145 121-207 0-258 0.7% 0-124 0.3% 68% True False 514,361
10 122-145 121-102 1-043 0.9% 0-142 0.4% 77% True False 484,210
20 123-120 121-102 2-018 1.7% 0-136 0.3% 43% False False 505,742
40 123-120 121-102 2-018 1.7% 0-139 0.4% 43% False False 502,197
60 123-120 119-140 3-300 3.2% 0-138 0.4% 70% False False 339,832
80 123-120 117-270 5-170 4.5% 0-104 0.3% 79% False False 254,878
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-079
2.618 123-178
1.618 123-043
1.000 122-280
0.618 122-228
HIGH 122-145
0.618 122-093
0.500 122-078
0.382 122-062
LOW 122-010
0.618 121-247
1.000 121-195
1.618 121-112
2.618 120-297
4.250 120-076
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 122-078 122-074
PP 122-072 122-070
S1 122-067 122-066

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

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