ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 129-310 130-055 0-065 0.2% 128-000
High 130-145 130-260 0-115 0.3% 130-290
Low 129-195 129-315 0-120 0.3% 127-310
Close 130-080 130-175 0-095 0.2% 130-080
Range 0-270 0-265 -0-005 -1.9% 2-300
ATR 1-002 0-318 -0-004 -1.3% 0-000
Volume 1,118,700 908,134 -210,566 -18.8% 6,032,438
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-298 132-182 131-001
R3 132-033 131-237 130-248
R2 131-088 131-088 130-224
R1 130-292 130-292 130-199 131-030
PP 130-143 130-143 130-143 130-172
S1 130-027 130-027 130-151 130-085
S2 129-198 129-198 130-126
S3 128-253 129-082 130-102
S4 127-308 128-137 130-029
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
5 130-290 129-075 1-215 1.3% 0-313 0.7% 79% False False 1,179,340
10 130-290 127-060 3-230 2.8% 1-035 0.8% 90% False False 1,213,673
20 130-290 127-060 3-230 2.8% 0-307 0.7% 90% False False 1,127,162
40 131-300 127-060 4-240 3.6% 0-295 0.7% 71% False False 1,099,447
60 131-300 127-060 4-240 3.6% 0-289 0.7% 71% False False 929,621
80 131-300 122-130 9-170 7.3% 0-298 0.7% 85% False False 698,057
100 131-300 120-120 11-180 8.9% 0-274 0.7% 88% False False 558,679
120 131-300 120-030 11-270 9.1% 0-233 0.6% 88% False False 465,567
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 0-067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-106
2.618 132-314
1.618 132-049
1.000 131-205
0.618 131-104
HIGH 130-260
0.618 130-159
0.500 130-128
0.382 130-096
LOW 129-315
0.618 129-151
1.000 129-050
1.618 128-206
2.618 127-261
4.250 126-149
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 130-159 130-144
PP 130-143 130-113
S1 130-128 130-082

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

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