ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	123-100	123-157	0-057	0.1%	123-050
High	123-190	123-190	0-000	0.0%	123-190
Low	123-050	123-115	0-065	0.2%	122-292
Close	123-182	123-127	-0-055	-0.1%	123-127
Range	0-140	0-075	-0-065	-46.4%	0-218
ATR	0-116	0-113	-0-003	-2.5%	0-000
Volume	15,375	12,022	-3,353	-21.8%	84,038

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-049	124-003	123-168
R3	123-294	123-248	123-148
R2	123-219	123-219	123-141
R1	123-173	123-173	123-134	123-158
PP	123-144	123-144	123-144	123-137
S1	123-098	123-098	123-120	123-084
S2	123-069	123-069	123-113
S3	122-314	123-023	123-106
S4	122-239	122-268	123-086

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-110	125-017	123-247
R3	124-212	124-119	123-187
R2	123-314	123-314	123-167
R1	123-221	123-221	123-147	123-268
PP	123-096	123-096	123-096	123-120
S1	123-003	123-003	123-107	123-050
S2	122-198	122-198	123-087
S3	121-300	122-105	123-067
S4	121-082	121-207	123-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	122-292	0-218	0.6%	0-096	0.2%	71%	True	False	16,807
10	123-190	122-220	0-290	0.7%	0-112	0.3%	78%	True	False	252,839
20	123-190	122-220	0-290	0.7%	0-103	0.3%	78%	True	False	357,662
40	123-190	121-185	2-005	1.6%	0-123	0.3%	90%	True	False	457,510
60	123-190	121-102	2-088	1.8%	0-128	0.3%	91%	True	False	470,886
80	123-190	121-102	2-088	1.8%	0-132	0.3%	91%	True	False	451,068
100	123-190	119-020	4-170	3.7%	0-126	0.3%	96%	True	False	361,188
120	123-190	117-270	5-240	4.7%	0-105	0.3%	97%	True	False	300,990

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-189
2.618	124-066
1.618	123-311
1.000	123-265
0.618	123-236
HIGH	123-190
0.618	123-161
0.500	123-152
0.382	123-144
LOW	123-115
0.618	123-069
1.000	123-040
1.618	122-314
2.618	122-239
4.250	122-116

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	123-152	123-118
PP	123-144	123-108
S1	123-136	123-098

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols