ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 128-000 129-155 1-155 1.2% 128-230
High 129-175 130-180 1-005 0.8% 129-095
Low 127-310 129-075 1-085 1.0% 127-060
Close 129-020 130-080 1-060 0.9% 128-030
Range 1-185 1-105 -0-080 -15.8% 2-035
ATR 0-317 1-009 0-012 3.7% 0-000
Volume 1,043,872 1,693,099 649,227 62.2% 5,927,481
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 134-000 133-145 130-314
R3 132-215 132-040 130-197
R2 131-110 131-110 130-158
R1 130-255 130-255 130-119 131-022
PP 130-005 130-005 130-005 130-049
S1 129-150 129-150 130-041 129-238
S2 128-220 128-220 130-002
S3 127-115 128-045 129-283
S4 126-010 126-260 129-166
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
5 130-180 127-060 3-120 2.6% 1-081 1.0% 91% True False 1,341,836
10 130-180 127-060 3-120 2.6% 1-009 0.8% 91% True False 1,188,568
20 130-235 127-060 3-175 2.7% 0-316 0.8% 86% False False 1,102,383
40 131-300 127-060 4-240 3.6% 0-289 0.7% 64% False False 1,091,658
60 131-300 126-250 5-050 4.0% 0-306 0.7% 67% False False 860,072
80 131-300 122-130 9-170 7.3% 0-294 0.7% 82% False False 645,549
100 131-300 120-120 11-180 8.9% 0-266 0.6% 85% False False 516,643
120 131-300 120-020 11-280 9.1% 0-224 0.5% 86% False False 430,537
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 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-066
2.618 134-013
1.618 132-228
1.000 131-285
0.618 131-123
HIGH 130-180
0.618 130-018
0.500 129-288
0.382 129-237
LOW 129-075
0.618 128-132
1.000 127-290
1.618 127-027
2.618 125-242
4.250 123-189
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 130-042 129-255
PP 130-005 129-110
S1 129-288 128-285

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

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