ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 130-130 130-225 0-095 0.2% 130-055
High 130-245 130-310 0-065 0.2% 131-000
Low 130-085 130-085 0-000 0.0% 129-220
Close 130-160 130-265 0-105 0.3% 129-250
Range 0-160 0-225 0-065 40.6% 1-100
ATR 0-291 0-286 -0-005 -1.6% 0-000
Volume 803,273 1,233,175 429,902 53.5% 4,235,794
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-255 132-165 131-069
R3 132-030 131-260 131-007
R2 131-125 131-125 130-306
R1 131-035 131-035 130-286 131-080
PP 130-220 130-220 130-220 130-242
S1 130-130 130-130 130-244 130-175
S2 129-315 129-315 130-224
S3 129-090 129-225 130-203
S4 128-185 129-000 130-141
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
5 130-310 129-195 1-115 1.0% 0-224 0.5% 90% True False 768,853
10 131-000 129-195 1-125 1.1% 0-256 0.6% 88% False False 904,166
20 131-000 127-060 3-260 2.9% 0-298 0.7% 95% False False 1,034,371
40 131-300 127-060 4-240 3.6% 0-295 0.7% 77% False False 1,060,818
60 131-300 127-060 4-240 3.6% 0-285 0.7% 77% False False 1,042,117
80 131-300 122-300 9-000 6.9% 0-308 0.7% 88% False False 785,660
100 131-300 120-120 11-180 8.8% 0-287 0.7% 90% False False 628,726
120 131-300 120-120 11-180 8.8% 0-249 0.6% 90% False False 524,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-306
2.618 132-259
1.618 132-034
1.000 131-215
0.618 131-129
HIGH 130-310
0.618 130-224
0.500 130-198
0.382 130-171
LOW 130-085
0.618 129-266
1.000 129-180
1.618 129-041
2.618 128-136
4.250 127-089
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 130-242 130-240
PP 130-220 130-215
S1 130-198 130-190

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

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