ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 130-115 130-060 -0-055 -0.1% 130-085
High 130-170 130-260 0-090 0.2% 130-245
Low 130-030 129-310 -0-040 -0.1% 129-160
Close 130-050 130-245 0-195 0.5% 130-160
Range 0-140 0-270 0-130 92.9% 1-085
ATR 0-255 0-256 0-001 0.4% 0-000
Volume 38,626 20,244 -18,382 -47.6% 3,674,987
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-015 132-240 131-074
R3 132-065 131-290 130-319
R2 131-115 131-115 130-294
R1 131-020 131-020 130-270 131-068
PP 130-165 130-165 130-165 130-189
S1 130-070 130-070 130-220 130-118
S2 129-215 129-215 130-196
S3 128-265 129-120 130-171
S4 127-315 128-170 130-096
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
5 130-260 129-160 1-100 1.0% 0-230 0.5% 96% True False 63,695
10 131-095 129-160 1-255 1.4% 0-247 0.6% 70% False False 610,235
20 131-095 129-160 1-255 1.4% 0-241 0.6% 70% False False 743,495
40 131-095 127-060 4-035 3.1% 0-275 0.7% 87% False False 934,038
60 131-300 127-060 4-240 3.6% 0-277 0.7% 75% False False 977,978
80 131-300 127-060 4-240 3.6% 0-278 0.7% 75% False False 894,006
100 131-300 122-130 9-170 7.3% 0-288 0.7% 88% False False 715,930
120 131-300 120-120 11-180 8.8% 0-271 0.6% 90% False False 596,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-128
2.618 133-007
1.618 132-057
1.000 131-210
0.618 131-107
HIGH 130-260
0.618 130-157
0.500 130-125
0.382 130-093
LOW 129-310
0.618 129-143
1.000 129-040
1.618 128-193
2.618 127-243
4.250 126-122
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 130-205 130-205
PP 130-165 130-165
S1 130-125 130-125

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

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