ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 123-055 123-055 0-000 0.0% 122-305
High 123-100 123-082 -0-018 0.0% 123-100
Low 123-010 123-002 -0-008 0.0% 122-300
Close 123-090 123-020 -0-070 -0.2% 123-020
Range 0-090 0-080 -0-010 -11.1% 0-120
ATR 0-119 0-116 -0-002 -1.8% 0-000
Volume 712,905 450,021 -262,884 -36.9% 2,216,914
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-275 123-227 123-064
R3 123-195 123-147 123-042
R2 123-115 123-115 123-035
R1 123-067 123-067 123-027 123-051
PP 123-035 123-035 123-035 123-026
S1 122-307 122-307 123-013 122-291
S2 122-275 122-275 123-005
S3 122-195 122-227 122-318
S4 122-115 122-147 122-296
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-073 124-007 123-086
R3 123-273 123-207 123-053
R2 123-153 123-153 123-042
R1 123-087 123-087 123-031 123-120
PP 123-033 123-033 123-033 123-050
S1 122-287 122-287 123-009 123-000
S2 122-233 122-233 122-318
S3 122-113 122-167 122-307
S4 121-313 122-047 122-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 122-280 0-140 0.4% 0-086 0.2% 43% False False 526,300
10 123-100 122-237 0-183 0.5% 0-093 0.2% 56% False False 462,484
20 123-107 121-202 1-225 1.4% 0-118 0.3% 84% False False 508,948
40 123-107 121-102 2-005 1.6% 0-131 0.3% 87% False False 515,432
60 123-120 121-102 2-018 1.7% 0-133 0.3% 85% False False 517,046
80 123-120 120-170 2-270 2.3% 0-141 0.4% 89% False False 419,835
100 123-120 118-040 5-080 4.3% 0-115 0.3% 94% False False 335,904
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 True
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-102
2.618 123-291
1.618 123-211
1.000 123-162
0.618 123-131
HIGH 123-082
0.618 123-051
0.500 123-042
0.382 123-033
LOW 123-002
0.618 122-273
1.000 122-242
1.618 122-193
2.618 122-113
4.250 121-302
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 123-042 123-040
PP 123-035 123-033
S1 123-027 123-027

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

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