ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 127-085 128-000 0-235 0.6% 128-230
High 128-070 129-175 1-105 1.0% 129-095
Low 127-070 127-310 0-240 0.6% 127-060
Close 128-030 129-020 0-310 0.8% 128-030
Range 1-000 1-185 0-185 57.8% 2-035
ATR 0-303 0-317 0-014 4.8% 0-000
Volume 1,045,797 1,043,872 -1,925 -0.2% 5,927,481
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-190 132-290 129-298
R3 132-005 131-105 129-159
R2 130-140 130-140 129-113
R1 129-240 129-240 129-066 130-030
PP 128-275 128-275 128-275 129-010
S1 128-055 128-055 128-294 128-165
S2 127-090 127-090 128-247
S3 125-225 126-190 128-201
S4 124-040 125-005 128-062
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 134-167 133-133 129-081
R3 132-132 131-098 128-216
R2 130-097 130-097 128-154
R1 129-063 129-063 128-092 128-222
PP 128-062 128-062 128-062 127-301
S1 127-028 127-028 127-288 126-188
S2 126-027 126-027 127-226
S3 123-312 124-313 127-164
S4 121-277 122-278 126-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-175 127-060 2-115 1.8% 1-077 1.0% 79% True False 1,248,007
10 129-175 127-060 2-115 1.8% 0-316 0.8% 79% True False 1,143,009
20 131-125 127-060 4-065 3.3% 0-309 0.7% 45% False False 1,085,539
40 131-300 127-060 4-240 3.7% 0-285 0.7% 39% False False 1,079,502
60 131-300 125-270 6-030 4.7% 0-309 0.7% 53% False False 831,933
80 131-300 122-050 9-250 7.6% 0-293 0.7% 71% False False 624,402
100 131-300 120-120 11-180 9.0% 0-262 0.6% 75% False False 499,712
120 131-300 119-230 12-070 9.5% 0-220 0.5% 76% False False 416,427
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 0-061
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 136-081
2.618 133-217
1.618 132-032
1.000 131-040
0.618 130-167
HIGH 129-175
0.618 128-302
0.500 128-242
0.382 128-183
LOW 127-310
0.618 126-318
1.000 126-125
1.618 125-133
2.618 123-268
4.250 121-084
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 128-308 128-266
PP 128-275 128-192
S1 128-242 128-118

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

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