ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 130-190 130-040 -0-150 -0.4% 130-115
High 130-225 130-115 -0-110 -0.3% 131-095
Low 129-220 129-240 0-020 0.0% 130-105
Close 130-050 129-315 -0-055 -0.1% 130-210
Range 1-005 0-195 -0-130 -40.0% 0-310
ATR 0-268 0-263 -0-005 -2.0% 0-000
Volume 425,109 126,879 -298,230 -70.2% 4,103,015
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 131-275 131-170 130-102
R3 131-080 130-295 130-049
R2 130-205 130-205 130-031
R1 130-100 130-100 130-013 130-055
PP 130-010 130-010 130-010 129-308
S1 129-225 129-225 129-297 129-180
S2 129-135 129-135 129-279
S3 128-260 129-030 129-261
S4 128-065 128-155 129-208
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
5 131-050 129-220 1-150 1.1% 0-254 0.6% 20% False False 894,808
10 131-095 129-220 1-195 1.2% 0-230 0.6% 18% False False 977,704
20 131-095 129-195 1-220 1.3% 0-249 0.6% 22% False False 936,580
40 131-095 127-060 4-035 3.2% 0-283 0.7% 68% False False 1,019,592
60 131-300 127-060 4-240 3.7% 0-277 0.7% 59% False False 1,040,421
80 131-300 127-060 4-240 3.7% 0-282 0.7% 59% False False 891,983
100 131-300 122-130 9-170 7.3% 0-285 0.7% 80% False False 714,060
120 131-300 120-120 11-180 8.9% 0-265 0.6% 83% False False 595,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-065
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-304
2.618 131-306
1.618 131-111
1.000 130-310
0.618 130-236
HIGH 130-115
0.618 130-041
0.500 130-018
0.382 129-314
LOW 129-240
0.618 129-119
1.000 129-045
1.618 128-244
2.618 128-049
4.250 127-051
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 130-018 130-062
PP 130-010 130-040
S1 130-002 130-018

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

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