ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 123-055 122-312 -0-063 -0.2% 122-305
High 123-082 123-057 -0-025 -0.1% 123-100
Low 123-002 122-232 -0-090 -0.2% 122-300
Close 123-020 123-050 0-030 0.1% 123-020
Range 0-080 0-145 0-065 81.3% 0-120
ATR 0-116 0-119 0-002 1.7% 0-000
Volume 450,021 1,226,270 776,249 172.5% 2,216,914
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-121 124-071 123-130
R3 123-296 123-246 123-090
R2 123-151 123-151 123-077
R1 123-101 123-101 123-063 123-126
PP 123-006 123-006 123-006 123-019
S1 122-276 122-276 123-037 122-301
S2 122-181 122-181 123-023
S3 122-036 122-131 123-010
S4 121-211 121-306 122-290
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
5 123-100 122-232 0-188 0.5% 0-090 0.2% 73% False True 688,636
10 123-100 122-232 0-188 0.5% 0-098 0.2% 73% False True 578,699
20 123-107 121-305 1-122 1.1% 0-117 0.3% 87% False False 543,231
40 123-107 121-102 2-005 1.6% 0-132 0.3% 91% False False 533,426
60 123-120 121-102 2-018 1.7% 0-133 0.3% 89% False False 527,094
80 123-120 120-170 2-270 2.3% 0-143 0.4% 92% False False 435,142
100 123-120 119-000 4-120 3.6% 0-116 0.3% 95% False False 348,167
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 0-030
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125-033
2.618 124-117
1.618 123-292
1.000 123-202
0.618 123-147
HIGH 123-057
0.618 123-002
0.500 122-304
0.382 122-287
LOW 122-232
0.618 122-142
1.000 122-087
1.618 121-317
2.618 121-172
4.250 120-256
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 123-028 123-035
PP 123-006 123-021
S1 122-304 123-006

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

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