ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 130-225 130-265 0-040 0.1% 129-250
High 130-310 130-300 -0-010 0.0% 130-310
Low 130-085 130-045 -0-040 -0.1% 129-195
Close 130-265 130-095 -0-170 -0.4% 130-095
Range 0-225 0-255 0-030 13.3% 1-115
ATR 0-286 0-284 -0-002 -0.8% 0-000
Volume 1,233,175 846,637 -386,538 -31.3% 4,533,807
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-272 132-118 130-235
R3 132-017 131-183 130-165
R2 131-082 131-082 130-142
R1 130-248 130-248 130-118 130-198
PP 130-147 130-147 130-147 130-121
S1 129-313 129-313 130-072 129-262
S2 129-212 129-212 130-048
S3 128-277 129-058 130-025
S4 128-022 128-123 129-275
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 134-118 133-222 131-014
R3 133-003 132-107 130-215
R2 131-208 131-208 130-175
R1 130-312 130-312 130-135 131-100
PP 130-093 130-093 130-093 130-148
S1 129-197 129-197 130-055 129-305
S2 128-298 128-298 130-015
S3 127-183 128-082 129-295
S4 126-068 126-287 129-176
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% 0-231 0.6% 51% False False 906,761
10 131-000 129-195 1-125 1.1% 0-254 0.6% 49% False False 876,960
20 131-000 127-060 3-260 2.9% 0-301 0.7% 82% False False 1,036,476
40 131-125 127-060 4-065 3.2% 0-292 0.7% 74% False False 1,049,689
60 131-300 127-060 4-240 3.6% 0-285 0.7% 65% False False 1,051,495
80 131-300 123-070 8-230 6.7% 0-309 0.7% 81% False False 796,229
100 131-300 120-120 11-180 8.9% 0-287 0.7% 86% False False 637,193
120 131-300 120-120 11-180 8.9% 0-250 0.6% 86% False False 531,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-104
2.618 133-008
1.618 132-073
1.000 131-235
0.618 131-138
HIGH 130-300
0.618 130-203
0.500 130-172
0.382 130-142
LOW 130-045
0.618 129-207
1.000 129-110
1.618 128-272
2.618 128-017
4.250 126-241
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 130-172 130-178
PP 130-147 130-150
S1 130-121 130-122

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

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