ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 130-120 129-250 -0-190 -0.5% 130-055
High 130-120 130-190 0-070 0.2% 131-000
Low 129-220 129-195 -0-025 -0.1% 129-220
Close 129-250 130-145 0-215 0.5% 129-250
Range 0-220 0-315 0-095 43.2% 1-100
ATR 0-308 0-309 0-000 0.2% 0-000
Volume 157,098 735,287 578,189 368.0% 4,235,794
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-055 132-255 130-318
R3 132-060 131-260 130-232
R2 131-065 131-065 130-203
R1 130-265 130-265 130-174 131-005
PP 130-070 130-070 130-070 130-100
S1 129-270 129-270 130-116 130-010
S2 129-075 129-075 130-087
S3 128-080 128-275 130-058
S4 127-085 127-280 129-292
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
5 131-000 129-195 1-125 1.1% 0-288 0.7% 61% False True 812,589
10 131-000 129-075 1-245 1.4% 0-300 0.7% 69% False False 995,964
20 131-000 127-060 3-260 2.9% 0-308 0.7% 86% False False 1,069,487
40 131-300 127-060 4-240 3.6% 0-300 0.7% 69% False False 1,065,329
60 131-300 127-060 4-240 3.6% 0-290 0.7% 69% False False 996,005
80 131-300 122-170 9-130 7.2% 0-307 0.7% 84% False False 748,797
100 131-300 120-120 11-180 8.9% 0-286 0.7% 87% False False 599,215
120 131-300 120-120 11-180 8.9% 0-245 0.6% 87% False False 499,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-249
2.618 133-055
1.618 132-060
1.000 131-185
0.618 131-065
HIGH 130-190
0.618 130-070
0.500 130-032
0.382 129-315
LOW 129-195
0.618 129-000
1.000 128-200
1.618 128-005
2.618 127-010
4.250 125-136
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 130-108 130-123
PP 130-070 130-102
S1 130-032 130-080

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

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