ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 130-130 129-310 -0-140 -0.3% 128-000
High 130-290 130-145 -0-145 -0.3% 130-290
Low 129-260 129-195 -0-065 -0.2% 127-310
Close 130-015 130-080 0-065 0.2% 130-080
Range 1-030 0-270 -0-080 -22.9% 2-300
ATR 1-006 1-002 -0-004 -1.2% 0-000
Volume 1,146,083 1,118,700 -27,383 -2.4% 6,032,438
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-203 132-092 130-228
R3 131-253 131-142 130-154
R2 130-303 130-303 130-130
R1 130-192 130-192 130-105 130-248
PP 130-033 130-033 130-033 130-061
S1 129-242 129-242 130-055 129-298
S2 129-083 129-083 130-030
S3 128-133 128-292 130-006
S4 127-183 128-022 129-252
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 138-167 137-103 131-277
R3 135-187 134-123 131-018
R2 132-207 132-207 130-252
R1 131-143 131-143 130-166 132-015
PP 129-227 129-227 129-227 130-002
S1 128-163 128-163 129-314 129-035
S2 126-247 126-247 129-228
S3 123-267 125-183 129-142
S4 120-287 122-203 128-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-290 127-310 2-300 2.3% 1-041 0.9% 78% False False 1,206,487
10 130-290 127-060 3-230 2.9% 1-028 0.8% 82% False False 1,195,991
20 130-290 127-060 3-230 2.9% 0-315 0.8% 82% False False 1,094,222
40 131-300 127-060 4-240 3.6% 0-294 0.7% 64% False False 1,098,773
60 131-300 127-060 4-240 3.6% 0-288 0.7% 64% False False 914,639
80 131-300 122-130 9-170 7.3% 0-298 0.7% 82% False False 686,710
100 131-300 120-120 11-180 8.9% 0-274 0.7% 85% False False 549,598
120 131-300 120-030 11-270 9.1% 0-231 0.6% 86% False False 457,999
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 0-066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-012
2.618 132-212
1.618 131-262
1.000 131-095
0.618 130-312
HIGH 130-145
0.618 130-042
0.500 130-010
0.382 129-298
LOW 129-195
0.618 129-028
1.000 128-245
1.618 128-078
2.618 127-128
4.250 126-008
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 130-057 130-082
PP 130-033 130-082
S1 130-010 130-081

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

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