ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 122-100 122-015 -0-085 -0.2% 121-277
High 122-120 122-187 0-067 0.2% 122-145
Low 121-317 121-292 -0-025 -0.1% 121-207
Close 122-025 122-162 0-137 0.4% 122-072
Range 0-123 0-215 0-092 74.8% 0-258
ATR 0-136 0-141 0-006 4.2% 0-000
Volume 378,969 627,588 248,619 65.6% 2,578,080
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 124-112 124-032 122-280
R3 123-217 123-137 122-221
R2 123-002 123-002 122-201
R1 122-242 122-242 122-182 122-282
PP 122-107 122-107 122-107 122-127
S1 122-027 122-027 122-142 122-067
S2 121-212 121-212 122-123
S3 120-317 121-132 122-103
S4 120-102 120-237 122-044
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
5 122-187 121-292 0-215 0.5% 0-140 0.4% 88% True True 524,744
10 122-187 121-102 1-085 1.0% 0-140 0.4% 94% True False 515,956
20 123-022 121-102 1-240 1.4% 0-137 0.4% 68% False False 498,990
40 123-120 121-102 2-018 1.7% 0-138 0.4% 58% False False 509,030
60 123-120 120-160 2-280 2.3% 0-146 0.4% 70% False False 364,297
80 123-120 118-040 5-080 4.3% 0-110 0.3% 83% False False 273,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 125-141
2.618 124-110
1.618 123-215
1.000 123-082
0.618 123-000
HIGH 122-187
0.618 122-105
0.500 122-080
0.382 122-054
LOW 121-292
0.618 121-159
1.000 121-077
1.618 120-264
2.618 120-049
4.250 119-018
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 122-134 122-134
PP 122-107 122-107
S1 122-080 122-080

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

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