ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 131-010 130-160 -0-170 -0.4% 130-145
High 131-080 131-040 -0-040 -0.1% 131-080
Low 130-170 130-160 -0-010 0.0% 129-310
Close 130-205 131-010 0-125 0.3% 130-205
Range 0-230 0-200 -0-030 -13.0% 1-090
ATR 0-258 0-254 -0-004 -1.6% 0-000
Volume 15,415 20,074 4,659 30.2% 146,585
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-243 132-167 131-120
R3 132-043 131-287 131-065
R2 131-163 131-163 131-047
R1 131-087 131-087 131-028 131-125
PP 130-283 130-283 130-283 130-302
S1 130-207 130-207 130-312 130-245
S2 130-083 130-083 130-293
S3 129-203 130-007 130-275
S4 129-003 129-127 130-220
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% 0-231 0.6% 83% False False 22,939
10 131-080 129-160 1-240 1.3% 0-242 0.6% 88% False False 208,848
20 131-095 129-160 1-255 1.4% 0-234 0.6% 85% False False 623,923
40 131-095 127-060 4-035 3.1% 0-272 0.6% 94% False False 849,553
60 131-300 127-060 4-240 3.6% 0-277 0.7% 81% False False 920,271
80 131-300 127-060 4-240 3.6% 0-276 0.7% 81% False False 894,213
100 131-300 122-170 9-130 7.2% 0-290 0.7% 90% False False 716,475
120 131-300 120-120 11-180 8.8% 0-275 0.7% 92% False False 597,279
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-067
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-250
2.618 132-244
1.618 132-044
1.000 131-240
0.618 131-164
HIGH 131-040
0.618 130-284
0.500 130-260
0.382 130-236
LOW 130-160
0.618 130-036
1.000 129-280
1.618 129-156
2.618 128-276
4.250 127-270
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 130-307 130-298
PP 130-283 130-267
S1 130-260 130-235

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

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