ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 122-072 122-050 -0-022 -0.1% 121-277
High 122-145 122-095 -0-050 -0.1% 122-145
Low 122-010 121-300 -0-030 -0.1% 121-207
Close 122-062 122-072 0-010 0.0% 122-072
Range 0-135 0-115 -0-020 -14.8% 0-258
ATR 0-138 0-137 -0-002 -1.2% 0-000
Volume 680,394 461,649 -218,745 -32.1% 2,578,080
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-074 123-028 122-135
R3 122-279 122-233 122-104
R2 122-164 122-164 122-093
R1 122-118 122-118 122-083 122-141
PP 122-049 122-049 122-049 122-060
S1 122-003 122-003 122-061 122-026
S2 121-254 121-254 122-051
S3 121-139 121-208 122-040
S4 121-024 121-093 122-009
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 124-169 124-058 122-214
R3 123-231 123-120 122-143
R2 122-293 122-293 122-119
R1 122-182 122-182 122-096 122-238
PP 122-035 122-035 122-035 122-062
S1 121-244 121-244 122-048 121-300
S2 121-097 121-097 122-025
S3 120-159 120-306 122-001
S4 119-221 120-048 121-250
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% 0-127 0.3% 72% False False 515,616
10 122-145 121-102 1-043 0.9% 0-137 0.4% 80% False False 468,821
20 123-022 121-102 1-240 1.4% 0-133 0.3% 52% False False 497,666
40 123-120 121-102 2-018 1.7% 0-138 0.4% 44% False False 506,671
60 123-120 120-080 3-040 2.6% 0-140 0.4% 63% False False 347,526
80 123-120 117-270 5-170 4.5% 0-105 0.3% 79% False False 260,649
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-264
2.618 123-076
1.618 122-281
1.000 122-210
0.618 122-166
HIGH 122-095
0.618 122-051
0.500 122-038
0.382 122-024
LOW 121-300
0.618 121-229
1.000 121-185
1.618 121-114
2.618 120-319
4.250 120-131
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 122-060 122-069
PP 122-049 122-066
S1 122-038 122-062

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

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