ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 129-250 130-125 0-195 0.5% 130-055
High 130-190 130-270 0-080 0.2% 131-000
Low 129-195 130-070 0-195 0.5% 129-220
Close 130-145 130-105 -0-040 -0.1% 129-250
Range 0-315 0-200 -0-115 -36.5% 1-100
ATR 0-309 0-301 -0-008 -2.5% 0-000
Volume 735,287 915,435 180,148 24.5% 4,235,794
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-108 131-307 130-215
R3 131-228 131-107 130-160
R2 131-028 131-028 130-142
R1 130-227 130-227 130-123 130-188
PP 130-148 130-148 130-148 130-129
S1 130-027 130-027 130-087 129-308
S2 129-268 129-268 130-068
S3 129-068 129-147 130-050
S4 128-188 128-267 129-315
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% 0-282 0.7% 52% False False 819,598
10 131-000 129-195 1-125 1.1% 0-278 0.7% 52% False False 918,198
20 131-000 127-060 3-260 2.9% 0-304 0.7% 82% False False 1,053,383
40 131-300 127-060 4-240 3.6% 0-300 0.7% 66% False False 1,067,389
60 131-300 127-060 4-240 3.6% 0-290 0.7% 66% False False 1,010,559
80 131-300 122-170 9-130 7.2% 0-308 0.7% 83% False False 760,236
100 131-300 120-120 11-180 8.9% 0-286 0.7% 86% False False 608,363
120 131-300 120-120 11-180 8.9% 0-247 0.6% 86% False False 507,053
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 True
Bear Hook False
Bull Hook False
Stretch 0-069
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 133-160
2.618 132-154
1.618 131-274
1.000 131-150
0.618 131-074
HIGH 130-270
0.618 130-194
0.500 130-170
0.382 130-146
LOW 130-070
0.618 129-266
1.000 129-190
1.618 129-066
2.618 128-186
4.250 127-180
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 130-170 130-094
PP 130-148 130-083
S1 130-127 130-072

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

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