ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
130-240 |
130-120 |
-0-120 |
-0.3% |
130-055 |
| High |
130-285 |
130-120 |
-0-165 |
-0.4% |
131-000 |
| Low |
129-285 |
129-220 |
-0-065 |
-0.2% |
129-220 |
| Close |
130-110 |
129-250 |
-0-180 |
-0.4% |
129-250 |
| Range |
1-000 |
0-220 |
-0-100 |
-31.3% |
1-100 |
| ATR |
0-315 |
0-308 |
-0-007 |
-2.2% |
0-000 |
| Volume |
1,076,278 |
157,098 |
-919,180 |
-85.4% |
4,235,794 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-003 |
131-187 |
130-051 |
|
| R3 |
131-103 |
130-287 |
129-310 |
|
| R2 |
130-203 |
130-203 |
129-290 |
|
| R1 |
130-067 |
130-067 |
129-270 |
130-025 |
| PP |
129-303 |
129-303 |
129-303 |
129-282 |
| S1 |
129-167 |
129-167 |
129-230 |
129-125 |
| S2 |
129-083 |
129-083 |
129-210 |
|
| S3 |
128-183 |
128-267 |
129-190 |
|
| S4 |
127-283 |
128-047 |
129-129 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-030 |
133-080 |
130-161 |
|
| R3 |
132-250 |
131-300 |
130-046 |
|
| R2 |
131-150 |
131-150 |
130-007 |
|
| R1 |
130-200 |
130-200 |
129-288 |
130-125 |
| PP |
130-050 |
130-050 |
130-050 |
130-012 |
| S1 |
129-100 |
129-100 |
129-212 |
129-025 |
| S2 |
128-270 |
128-270 |
129-173 |
|
| S3 |
127-170 |
128-000 |
129-134 |
|
| S4 |
126-070 |
126-220 |
129-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-000 |
129-220 |
1-100 |
1.0% |
0-278 |
0.7% |
7% |
False |
True |
847,158 |
| 10 |
131-000 |
127-310 |
3-010 |
2.3% |
1-000 |
0.8% |
60% |
False |
False |
1,026,823 |
| 20 |
131-000 |
127-060 |
3-260 |
2.9% |
0-310 |
0.7% |
68% |
False |
False |
1,075,184 |
| 40 |
131-300 |
127-060 |
4-240 |
3.7% |
0-298 |
0.7% |
55% |
False |
False |
1,068,445 |
| 60 |
131-300 |
127-060 |
4-240 |
3.7% |
0-290 |
0.7% |
55% |
False |
False |
984,310 |
| 80 |
131-300 |
122-170 |
9-130 |
7.2% |
0-304 |
0.7% |
77% |
False |
False |
739,613 |
| 100 |
131-300 |
120-120 |
11-180 |
8.9% |
0-283 |
0.7% |
81% |
False |
False |
591,950 |
| 120 |
131-300 |
120-030 |
11-270 |
9.1% |
0-243 |
0.6% |
82% |
False |
False |
493,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-095 |
|
2.618 |
132-056 |
|
1.618 |
131-156 |
|
1.000 |
131-020 |
|
0.618 |
130-256 |
|
HIGH |
130-120 |
|
0.618 |
130-036 |
|
0.500 |
130-010 |
|
0.382 |
129-304 |
|
LOW |
129-220 |
|
0.618 |
129-084 |
|
1.000 |
129-000 |
|
1.618 |
128-184 |
|
2.618 |
127-284 |
|
4.250 |
126-245 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-010 |
130-110 |
| PP |
129-303 |
130-050 |
| S1 |
129-277 |
129-310 |
|