ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 130-190 130-190 0-000 0.0% 130-115
High 130-220 130-225 0-005 0.0% 131-095
Low 130-015 129-220 -0-115 -0.3% 130-105
Close 130-150 130-050 -0-100 -0.2% 130-210
Range 0-205 1-005 0-120 58.5% 0-310
ATR 0-264 0-268 0-004 1.6% 0-000
Volume 1,289,068 425,109 -863,959 -67.0% 4,103,015
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-073 132-227 130-229
R3 132-068 131-222 130-139
R2 131-063 131-063 130-110
R1 130-217 130-217 130-080 130-138
PP 130-058 130-058 130-058 130-019
S1 129-212 129-212 130-020 129-132
S2 129-053 129-053 129-310
S3 128-048 128-207 129-281
S4 127-043 127-202 129-191
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
5 131-095 129-220 1-195 1.2% 0-264 0.6% 29% False True 1,156,774
10 131-095 129-220 1-195 1.2% 0-226 0.5% 29% False True 1,045,343
20 131-095 129-195 1-220 1.3% 0-252 0.6% 32% False False 981,771
40 131-095 127-060 4-035 3.2% 0-284 0.7% 72% False False 1,042,077
60 131-300 127-060 4-240 3.6% 0-277 0.7% 63% False False 1,055,029
80 131-300 126-250 5-050 4.0% 0-292 0.7% 65% False False 890,497
100 131-300 122-130 9-170 7.3% 0-286 0.7% 81% False False 712,793
120 131-300 120-120 11-180 8.9% 0-264 0.6% 85% False False 594,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 135-006
2.618 133-116
1.618 132-111
1.000 131-230
0.618 131-106
HIGH 130-225
0.618 130-101
0.500 130-062
0.382 130-024
LOW 129-220
0.618 129-019
1.000 128-215
1.618 128-014
2.618 127-009
4.250 125-119
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 130-062 130-072
PP 130-058 130-065
S1 130-054 130-058

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

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