ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 130-055 130-085 0-030 0.1% 128-000
High 130-260 130-185 -0-075 -0.2% 130-290
Low 129-315 129-275 -0-040 -0.1% 127-310
Close 130-175 130-015 -0-160 -0.4% 130-080
Range 0-265 0-230 -0-035 -13.2% 2-300
ATR 0-318 0-311 -0-006 -2.0% 0-000
Volume 908,134 880,388 -27,746 -3.1% 6,032,438
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-102 131-288 130-142
R3 131-192 131-058 130-078
R2 130-282 130-282 130-057
R1 130-148 130-148 130-036 130-100
PP 130-052 130-052 130-052 130-028
S1 129-238 129-238 129-314 129-190
S2 129-142 129-142 129-293
S3 128-232 129-008 129-272
S4 128-002 128-098 129-208
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
5 130-290 129-195 1-095 1.0% 0-274 0.7% 34% False False 1,016,797
10 130-290 127-060 3-230 2.9% 1-018 0.8% 77% False False 1,179,317
20 130-290 127-060 3-230 2.9% 0-308 0.7% 77% False False 1,124,581
40 131-300 127-060 4-240 3.7% 0-295 0.7% 60% False False 1,095,220
60 131-300 127-060 4-240 3.7% 0-290 0.7% 60% False False 944,176
80 131-300 122-130 9-170 7.3% 0-300 0.7% 80% False False 709,039
100 131-300 120-120 11-180 8.9% 0-277 0.7% 84% False False 567,480
120 131-300 120-030 11-270 9.1% 0-235 0.6% 84% False False 472,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-068
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133-202
2.618 132-147
1.618 131-237
1.000 131-095
0.618 131-007
HIGH 130-185
0.618 130-097
0.500 130-070
0.382 130-043
LOW 129-275
0.618 129-133
1.000 129-045
1.618 128-223
2.618 127-313
4.250 126-258
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 130-070 130-068
PP 130-052 130-050
S1 130-033 130-032

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

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