ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 122-172 122-067 -0-105 -0.3% 121-277
High 122-175 122-097 -0-078 -0.2% 122-145
Low 122-042 121-185 -0-177 -0.5% 121-207
Close 122-067 121-220 -0-167 -0.4% 122-072
Range 0-133 0-232 0-099 74.4% 0-258
ATR 0-141 0-147 0-007 4.6% 0-000
Volume 766,815 786,207 19,392 2.5% 2,578,080
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 124-010 123-187 122-028
R3 123-098 122-275 121-284
R2 122-186 122-186 121-263
R1 122-043 122-043 121-241 121-318
PP 121-274 121-274 121-274 121-252
S1 121-131 121-131 121-199 121-086
S2 121-042 121-042 121-177
S3 120-130 120-219 121-156
S4 119-218 119-307 121-092
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
5 122-187 121-185 1-002 0.8% 0-164 0.4% 11% False True 604,245
10 122-187 121-185 1-002 0.8% 0-144 0.4% 11% False True 559,303
20 123-022 121-102 1-240 1.4% 0-144 0.4% 21% False False 521,917
40 123-120 121-102 2-018 1.7% 0-141 0.4% 18% False False 521,095
60 123-120 120-170 2-270 2.3% 0-149 0.4% 41% False False 390,131
80 123-120 118-040 5-080 4.3% 0-114 0.3% 68% False False 292,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 125-123
2.618 124-064
1.618 123-152
1.000 123-009
0.618 122-240
HIGH 122-097
0.618 122-008
0.500 121-301
0.382 121-274
LOW 121-185
0.618 121-042
1.000 120-273
1.618 120-130
2.618 119-218
4.250 118-159
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 121-301 122-026
PP 121-274 121-304
S1 121-247 121-262

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

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