ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 130-210 131-010 0-120 0.3% 130-145
High 131-065 131-080 0-015 0.0% 131-080
Low 130-070 130-170 0-100 0.2% 129-310
Close 131-055 130-205 -0-170 -0.4% 130-205
Range 0-315 0-230 -0-085 -27.0% 1-090
ATR 0-260 0-258 -0-002 -0.8% 0-000
Volume 20,340 15,415 -4,925 -24.2% 146,585
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-308 132-167 131-012
R3 132-078 131-257 130-268
R2 131-168 131-168 130-247
R1 131-027 131-027 130-226 130-302
PP 130-258 130-258 130-258 130-236
S1 130-117 130-117 130-184 130-072
S2 130-028 130-028 130-163
S3 129-118 129-207 130-142
S4 128-208 128-297 130-078
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 134-148 133-267 131-110
R3 133-058 132-177 130-318
R2 131-288 131-288 130-280
R1 131-087 131-087 130-243 131-188
PP 130-198 130-198 130-198 130-249
S1 129-317 129-317 130-167 130-098
S2 129-108 129-108 130-130
S3 128-018 128-227 130-092
S4 126-248 127-137 129-300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-080 129-310 1-090 1.0% 0-229 0.5% 52% True False 29,317
10 131-080 129-160 1-240 1.3% 0-254 0.6% 65% True False 382,157
20 131-095 129-160 1-255 1.4% 0-235 0.6% 63% False False 630,774
40 131-095 127-060 4-035 3.1% 0-273 0.7% 84% False False 873,897
60 131-300 127-060 4-240 3.6% 0-277 0.7% 73% False False 933,987
80 131-300 127-060 4-240 3.6% 0-279 0.7% 73% False False 894,117
100 131-300 122-130 9-170 7.3% 0-291 0.7% 86% False False 716,282
120 131-300 120-120 11-180 8.9% 0-275 0.7% 89% False False 597,112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-098
2.618 133-042
1.618 132-132
1.000 131-310
0.618 131-222
HIGH 131-080
0.618 130-312
0.500 130-285
0.382 130-258
LOW 130-170
0.618 130-028
1.000 129-260
1.618 129-118
2.618 128-208
4.250 127-152
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 130-285 130-202
PP 130-258 130-198
S1 130-232 130-195

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

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