ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 130-160 131-010 0-170 0.4% 130-145
High 131-040 131-135 0-095 0.2% 131-080
Low 130-160 130-240 0-080 0.2% 129-310
Close 131-010 131-100 0-090 0.2% 130-205
Range 0-200 0-215 0-015 7.5% 1-090
ATR 0-254 0-251 -0-003 -1.1% 0-000
Volume 20,074 17,298 -2,776 -13.8% 146,585
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-057 132-293 131-218
R3 132-162 132-078 131-159
R2 131-267 131-267 131-139
R1 131-183 131-183 131-120 131-225
PP 131-052 131-052 131-052 131-072
S1 130-288 130-288 131-080 131-010
S2 130-157 130-157 131-061
S3 129-262 130-073 131-041
S4 129-047 129-178 130-302
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
5 131-135 129-310 1-145 1.1% 0-246 0.6% 92% True False 18,674
10 131-135 129-160 1-295 1.5% 0-244 0.6% 94% True False 81,671
20 131-135 129-160 1-295 1.5% 0-229 0.5% 94% True False 588,023
40 131-135 127-060 4-075 3.2% 0-268 0.6% 97% True False 828,755
60 131-300 127-060 4-240 3.6% 0-276 0.7% 87% False False 906,227
80 131-300 127-060 4-240 3.6% 0-275 0.7% 87% False False 894,010
100 131-300 122-170 9-130 7.2% 0-291 0.7% 93% False False 716,642
120 131-300 120-120 11-180 8.8% 0-276 0.7% 95% False False 597,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-073
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-089
2.618 133-058
1.618 132-163
1.000 132-030
0.618 131-268
HIGH 131-135
0.618 131-053
0.500 131-028
0.382 131-002
LOW 130-240
0.618 130-107
1.000 130-025
1.618 129-212
2.618 128-317
4.250 127-286
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 131-076 131-062
PP 131-052 131-025
S1 131-028 130-308

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

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