ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 123-047 123-065 0-018 0.0% 122-262
High 123-075 123-087 0-012 0.0% 123-087
Low 122-280 122-280 0-000 0.0% 122-237
Close 123-057 122-300 -0-077 -0.2% 122-300
Range 0-115 0-127 0-012 10.4% 0-170
ATR 0-129 0-129 0-000 -0.1% 0-000
Volume 646,038 414,589 -231,449 -35.8% 2,343,808
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-070 123-312 123-050
R3 123-263 123-185 123-015
R2 123-136 123-136 123-003
R1 123-058 123-058 122-312 123-034
PP 123-009 123-009 123-009 122-317
S1 122-251 122-251 122-288 122-226
S2 122-202 122-202 122-277
S3 122-075 122-124 122-265
S4 121-268 121-317 122-230
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-185 124-092 123-074
R3 124-015 123-242 123-027
R2 123-165 123-165 123-011
R1 123-072 123-072 122-316 123-118
PP 122-315 122-315 122-315 123-018
S1 122-222 122-222 122-284 122-268
S2 122-145 122-145 122-269
S3 121-295 122-052 122-253
S4 121-125 121-202 122-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-087 122-237 0-170 0.4% 0-107 0.3% 37% True False 468,761
10 123-107 122-237 0-190 0.5% 0-107 0.3% 33% False False 431,575
20 123-107 121-185 1-242 1.4% 0-137 0.3% 77% False False 526,081
40 123-107 121-102 2-005 1.6% 0-135 0.3% 80% False False 511,873
60 123-120 121-102 2-018 1.7% 0-138 0.3% 79% False False 513,141
80 123-120 120-080 3-040 2.5% 0-140 0.4% 86% False False 392,165
100 123-120 117-270 5-170 4.5% 0-112 0.3% 92% False False 313,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-307
2.618 124-099
1.618 123-292
1.000 123-214
0.618 123-165
HIGH 123-087
0.618 123-038
0.500 123-024
0.382 123-009
LOW 122-280
0.618 122-202
1.000 122-153
1.618 122-075
2.618 121-268
4.250 121-060
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 123-024 123-024
PP 123-009 123-009
S1 122-314 122-314

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

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