ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 130-115 130-210 0-095 0.2% 129-250
High 130-240 130-280 0-040 0.1% 130-310
Low 130-110 130-105 -0-005 0.0% 129-195
Close 130-185 130-255 0-070 0.2% 130-095
Range 0-130 0-175 0-045 34.6% 1-115
ATR 0-274 0-267 -0-007 -2.6% 0-000
Volume 732,976 1,053,504 320,528 43.7% 4,533,807
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-098 132-032 131-031
R3 131-243 131-177 130-303
R2 131-068 131-068 130-287
R1 131-002 131-002 130-271 131-035
PP 130-213 130-213 130-213 130-230
S1 130-147 130-147 130-239 130-180
S2 130-038 130-038 130-223
S3 129-183 129-292 130-207
S4 129-008 129-117 130-159
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% 0-189 0.5% 79% False False 933,913
10 131-000 129-195 1-125 1.1% 0-236 0.6% 85% False False 876,755
20 131-000 127-060 3-260 2.9% 0-286 0.7% 95% False False 1,028,036
40 131-125 127-060 4-065 3.2% 0-285 0.7% 86% False False 1,044,827
60 131-300 127-060 4-240 3.6% 0-280 0.7% 76% False False 1,057,986
80 131-300 124-270 7-030 5.4% 0-304 0.7% 84% False False 818,510
100 131-300 120-200 11-100 8.6% 0-285 0.7% 90% False False 655,030
120 131-300 120-120 11-180 8.8% 0-253 0.6% 90% False False 545,966
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-064
2.618 132-098
1.618 131-243
1.000 131-135
0.618 131-068
HIGH 130-280
0.618 130-213
0.500 130-192
0.382 130-172
LOW 130-105
0.618 129-317
1.000 129-250
1.618 129-142
2.618 128-287
4.250 128-001
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 130-234 130-228
PP 130-213 130-200
S1 130-192 130-172

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

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