ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 130-060 130-210 0-150 0.4% 130-085
High 130-260 131-065 0-125 0.3% 130-245
Low 129-310 130-070 0-080 0.2% 129-160
Close 130-245 131-055 0-130 0.3% 130-160
Range 0-270 0-315 0-045 16.7% 1-085
ATR 0-256 0-260 0-004 1.6% 0-000
Volume 20,244 20,340 96 0.5% 3,674,987
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-262 133-153 131-228
R3 132-267 132-158 131-142
R2 131-272 131-272 131-113
R1 131-163 131-163 131-084 131-218
PP 130-277 130-277 130-277 130-304
S1 130-168 130-168 131-026 130-222
S2 129-282 129-282 130-317
S3 128-287 129-173 130-288
S4 127-292 128-178 130-202
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
5 131-065 129-160 1-225 1.3% 0-254 0.6% 98% True False 42,387
10 131-065 129-160 1-225 1.3% 0-254 0.6% 98% True False 468,598
20 131-095 129-160 1-255 1.4% 0-239 0.6% 93% False False 683,817
40 131-095 127-060 4-035 3.1% 0-275 0.7% 97% False False 904,728
60 131-300 127-060 4-240 3.6% 0-279 0.7% 84% False False 956,459
80 131-300 127-060 4-240 3.6% 0-278 0.7% 84% False False 894,139
100 131-300 122-130 9-170 7.3% 0-289 0.7% 92% False False 716,132
120 131-300 120-120 11-180 8.8% 0-273 0.6% 93% False False 596,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-082
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-124
2.618 133-250
1.618 132-255
1.000 132-060
0.618 131-260
HIGH 131-065
0.618 130-265
0.500 130-228
0.382 130-190
LOW 130-070
0.618 129-195
1.000 129-075
1.618 128-200
2.618 127-205
4.250 126-011
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 131-006 130-312
PP 130-277 130-250
S1 130-228 130-188

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

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