ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 130-265 130-115 -0-150 -0.4% 129-250
High 130-300 130-240 -0-060 -0.1% 130-310
Low 130-045 130-110 0-065 0.2% 129-195
Close 130-095 130-185 0-090 0.2% 130-095
Range 0-255 0-130 -0-125 -49.0% 1-115
ATR 0-284 0-274 -0-010 -3.5% 0-000
Volume 846,637 732,976 -113,661 -13.4% 4,533,807
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-248 131-187 130-256
R3 131-118 131-057 130-221
R2 130-308 130-308 130-209
R1 130-247 130-247 130-197 130-278
PP 130-178 130-178 130-178 130-194
S1 130-117 130-117 130-173 130-148
S2 130-048 130-048 130-161
S3 129-238 129-307 130-149
S4 129-108 129-177 130-114
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
5 130-310 130-045 0-265 0.6% 0-194 0.5% 53% False False 906,299
10 131-000 129-195 1-125 1.1% 0-241 0.6% 70% False False 859,444
20 131-000 127-060 3-260 2.9% 0-298 0.7% 89% False False 1,036,559
40 131-125 127-060 4-065 3.2% 0-288 0.7% 81% False False 1,043,170
60 131-300 127-060 4-240 3.6% 0-282 0.7% 71% False False 1,054,378
80 131-300 124-000 7-300 6.1% 0-306 0.7% 83% False False 805,369
100 131-300 120-120 11-180 8.9% 0-285 0.7% 88% False False 644,522
120 131-300 120-120 11-180 8.9% 0-251 0.6% 88% False False 537,187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 132-152
2.618 131-260
1.618 131-130
1.000 131-050
0.618 131-000
HIGH 130-240
0.618 130-190
0.500 130-175
0.382 130-160
LOW 130-110
0.618 130-030
1.000 129-300
1.618 129-220
2.618 129-090
4.250 128-198
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 130-182 130-182
PP 130-178 130-180
S1 130-175 130-178

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

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