ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 130-085 130-190 0-105 0.3% 130-115
High 130-245 130-220 -0-025 -0.1% 131-095
Low 129-250 130-015 0-085 0.2% 130-105
Close 130-230 130-150 -0-080 -0.2% 130-210
Range 0-315 0-205 -0-110 -34.9% 0-310
ATR 0-268 0-264 -0-004 -1.4% 0-000
Volume 1,753,162 1,289,068 -464,094 -26.5% 4,103,015
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-103 132-012 130-263
R3 131-218 131-127 130-206
R2 131-013 131-013 130-188
R1 130-242 130-242 130-169 130-185
PP 130-128 130-128 130-128 130-100
S1 130-037 130-037 130-131 129-300
S2 129-243 129-243 130-112
S3 129-038 129-152 130-094
S4 128-153 128-267 130-037
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
5 131-095 129-250 1-165 1.2% 0-234 0.6% 45% False False 1,282,453
10 131-095 129-250 1-165 1.2% 0-214 0.5% 45% False False 1,094,376
20 131-095 129-075 2-020 1.6% 0-257 0.6% 60% False False 1,045,170
40 131-125 127-060 4-065 3.2% 0-283 0.7% 78% False False 1,065,355
60 131-300 127-060 4-240 3.6% 0-276 0.7% 69% False False 1,068,058
80 131-300 125-270 6-030 4.7% 0-296 0.7% 76% False False 885,242
100 131-300 122-050 9-250 7.5% 0-286 0.7% 85% False False 708,556
120 131-300 120-120 11-180 8.9% 0-261 0.6% 87% False False 590,622
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-131
2.618 132-117
1.618 131-232
1.000 131-105
0.618 131-027
HIGH 130-220
0.618 130-142
0.500 130-118
0.382 130-093
LOW 130-015
0.618 129-208
1.000 129-130
1.618 129-003
2.618 128-118
4.250 127-104
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 130-139 130-150
PP 130-128 130-150
S1 130-118 130-150

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

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