ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 129-155 130-085 0-250 0.6% 128-230
High 130-180 130-165 -0-015 0.0% 129-095
Low 129-075 129-230 0-155 0.4% 127-060
Close 130-080 130-100 0-020 0.0% 128-030
Range 1-105 0-255 -0-170 -40.0% 2-035
ATR 1-009 1-004 -0-005 -1.6% 0-000
Volume 1,693,099 1,030,684 -662,415 -39.1% 5,927,481
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-183 132-077 130-240
R3 131-248 131-142 130-170
R2 130-313 130-313 130-147
R1 130-207 130-207 130-123 130-260
PP 130-058 130-058 130-058 130-085
S1 129-272 129-272 130-077 130-005
S2 129-123 129-123 130-053
S3 128-188 129-017 130-030
S4 127-253 128-082 129-280
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% 1-080 1.0% 93% False False 1,286,530
10 130-180 127-060 3-120 2.6% 1-010 0.8% 93% False False 1,180,237
20 130-180 127-060 3-120 2.6% 0-318 0.8% 93% False False 1,102,604
40 131-300 127-060 4-240 3.6% 0-291 0.7% 66% False False 1,092,341
60 131-300 127-060 4-240 3.6% 0-294 0.7% 66% False False 877,117
80 131-300 122-130 9-170 7.3% 0-294 0.7% 83% False False 658,430
100 131-300 120-120 11-180 8.9% 0-268 0.6% 86% False False 526,950
120 131-300 120-030 11-270 9.1% 0-226 0.5% 86% False False 439,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-289
2.618 132-193
1.618 131-258
1.000 131-100
0.618 131-003
HIGH 130-165
0.618 130-068
0.500 130-038
0.382 130-007
LOW 129-230
0.618 129-072
1.000 128-295
1.618 128-137
2.618 127-202
4.250 126-106
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 130-079 129-308
PP 130-058 129-197
S1 130-038 129-085

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

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