ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 130-210 130-270 0-060 0.1% 129-250
High 130-280 131-095 0-135 0.3% 130-310
Low 130-105 130-170 0-065 0.2% 129-195
Close 130-255 131-070 0-135 0.3% 130-095
Range 0-175 0-245 0-070 40.0% 1-115
ATR 0-267 0-265 -0-002 -0.6% 0-000
Volume 1,053,504 1,436,712 383,208 36.4% 4,533,807
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-100 133-010 131-205
R3 132-175 132-085 131-137
R2 131-250 131-250 131-115
R1 131-160 131-160 131-092 131-205
PP 131-005 131-005 131-005 131-028
S1 130-235 130-235 131-048 130-280
S2 130-080 130-080 131-025
S3 129-155 129-310 131-003
S4 128-230 129-065 130-255
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
5 131-095 130-045 1-050 0.9% 0-206 0.5% 93% True False 1,060,600
10 131-095 129-195 1-220 1.3% 0-224 0.5% 95% True False 899,037
20 131-095 127-060 4-035 3.1% 0-286 0.7% 98% True False 1,034,511
40 131-125 127-060 4-065 3.2% 0-284 0.7% 96% False False 1,049,270
60 131-300 127-060 4-240 3.6% 0-280 0.7% 85% False False 1,069,852
80 131-300 125-170 6-130 4.9% 0-302 0.7% 89% False False 836,440
100 131-300 120-250 11-050 8.5% 0-286 0.7% 94% False False 669,383
120 131-300 120-120 11-180 8.8% 0-255 0.6% 94% False False 557,938
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-176
2.618 133-096
1.618 132-171
1.000 132-020
0.618 131-246
HIGH 131-095
0.618 131-001
0.500 130-292
0.382 130-264
LOW 130-170
0.618 130-019
1.000 129-245
1.618 129-094
2.618 128-169
4.250 127-089
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 131-038 131-027
PP 131-005 130-303
S1 130-292 130-260

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

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