ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 130-270 130-310 0-040 0.1% 130-115
High 131-095 131-050 -0-045 -0.1% 131-095
Low 130-170 130-140 -0-030 -0.1% 130-105
Close 131-070 130-210 -0-180 -0.4% 130-210
Range 0-245 0-230 -0-015 -6.1% 0-310
ATR 0-265 0-264 -0-001 -0.4% 0-000
Volume 1,436,712 879,823 -556,889 -38.8% 4,103,015
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-290 132-160 131-016
R3 132-060 131-250 130-273
R2 131-150 131-150 130-252
R1 131-020 131-020 130-231 130-290
PP 130-240 130-240 130-240 130-215
S1 130-110 130-110 130-189 130-060
S2 130-010 130-010 130-168
S3 129-100 129-200 130-147
S4 128-190 128-290 130-084
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-213 133-042 131-060
R3 132-223 132-052 130-295
R2 131-233 131-233 130-267
R1 131-062 131-062 130-238 131-148
PP 130-243 130-243 130-243 130-286
S1 130-072 130-072 130-182 130-158
S2 129-253 129-253 130-153
S3 128-263 129-082 130-125
S4 127-273 128-092 130-040
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% 0-207 0.5% 45% False False 989,930
10 131-095 129-195 1-220 1.3% 0-216 0.5% 62% False False 879,392
20 131-095 127-070 4-025 3.1% 0-272 0.7% 84% False False 997,542
40 131-125 127-060 4-065 3.2% 0-285 0.7% 83% False False 1,043,379
60 131-300 127-060 4-240 3.6% 0-279 0.7% 73% False False 1,062,352
80 131-300 125-170 6-130 4.9% 0-303 0.7% 80% False False 847,387
100 131-300 120-250 11-050 8.5% 0-286 0.7% 89% False False 678,168
120 131-300 120-120 11-180 8.8% 0-257 0.6% 89% False False 565,270
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-068
2.618 133-012
1.618 132-102
1.000 131-280
0.618 131-192
HIGH 131-050
0.618 130-282
0.500 130-255
0.382 130-228
LOW 130-140
0.618 129-318
1.000 129-230
1.618 129-088
2.618 128-178
4.250 127-122
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 130-255 130-260
PP 130-240 130-243
S1 130-225 130-227

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

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