ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 130-040 130-035 -0-005 0.0% 130-085
High 130-115 130-195 0-080 0.2% 130-245
Low 129-240 129-160 -0-080 -0.2% 129-160
Close 129-315 130-160 0-165 0.4% 130-160
Range 0-195 1-035 0-160 82.1% 1-085
ATR 0-263 0-270 0-007 2.5% 0-000
Volume 126,879 80,769 -46,110 -36.3% 3,674,987
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-170 133-040 131-035
R3 132-135 132-005 130-258
R2 131-100 131-100 130-225
R1 130-290 130-290 130-193 131-035
PP 130-065 130-065 130-065 130-098
S1 129-255 129-255 130-127 130-000
S2 129-030 129-030 130-095
S3 127-315 128-220 130-062
S4 126-280 127-185 129-285
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 134-017 133-173 131-063
R3 132-252 132-088 130-271
R2 131-167 131-167 130-234
R1 131-003 131-003 130-197 131-085
PP 130-082 130-082 130-082 130-122
S1 129-238 129-238 130-123 130-000
S2 128-317 128-317 130-086
S3 127-232 128-153 130-049
S4 126-147 127-068 129-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-245 129-160 1-085 1.0% 0-279 0.7% 79% False True 734,997
10 131-095 129-160 1-255 1.4% 0-243 0.6% 56% False True 862,463
20 131-095 129-160 1-255 1.4% 0-250 0.6% 56% False True 883,315
40 131-095 127-060 4-035 3.1% 0-285 0.7% 81% False False 994,348
60 131-300 127-060 4-240 3.6% 0-280 0.7% 70% False False 1,026,793
80 131-300 127-060 4-240 3.6% 0-280 0.7% 70% False False 892,906
100 131-300 122-130 9-170 7.3% 0-287 0.7% 85% False False 714,853
120 131-300 120-120 11-180 8.9% 0-268 0.6% 88% False False 595,895
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 0-072
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 135-104
2.618 133-164
1.618 132-129
1.000 131-230
0.618 131-094
HIGH 130-195
0.618 130-059
0.500 130-018
0.382 129-296
LOW 129-160
0.618 128-261
1.000 128-125
1.618 127-226
2.618 126-191
4.250 124-251
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 130-112 130-118
PP 130-065 130-075
S1 130-018 130-032

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

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