ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 130-085 129-305 -0-100 -0.2% 128-000
High 130-185 131-000 0-135 0.3% 130-290
Low 129-275 129-285 0-010 0.0% 127-310
Close 130-015 130-260 0-245 0.6% 130-080
Range 0-230 1-035 0-125 54.3% 2-300
ATR 0-311 0-314 0-003 1.0% 0-000
Volume 880,388 1,213,896 333,508 37.9% 6,032,438
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-287 133-148 131-135
R3 132-252 132-113 131-038
R2 131-217 131-217 131-005
R1 131-078 131-078 130-293 131-148
PP 130-182 130-182 130-182 130-216
S1 130-043 130-043 130-227 130-112
S2 129-147 129-147 130-195
S3 128-112 129-008 130-162
S4 127-077 127-293 130-065
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
5 131-000 129-195 1-125 1.1% 0-294 0.7% 87% True False 1,053,440
10 131-000 127-060 3-260 2.9% 1-027 0.8% 95% True False 1,169,985
20 131-000 127-060 3-260 2.9% 0-310 0.7% 95% True False 1,125,638
40 131-300 127-060 4-240 3.6% 0-299 0.7% 76% False False 1,092,780
60 131-300 127-060 4-240 3.6% 0-291 0.7% 76% False False 964,246
80 131-300 122-130 9-170 7.3% 0-302 0.7% 88% False False 724,211
100 131-300 120-120 11-180 8.8% 0-280 0.7% 90% False False 579,617
120 131-300 120-030 11-270 9.1% 0-238 0.6% 91% False False 483,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-069
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-229
2.618 133-289
1.618 132-254
1.000 132-035
0.618 131-219
HIGH 131-000
0.618 130-184
0.500 130-142
0.382 130-101
LOW 129-285
0.618 129-066
1.000 128-250
1.618 128-031
2.618 126-316
4.250 125-056
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 130-221 130-219
PP 130-182 130-178
S1 130-142 130-138

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

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