ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 131-075 131-190 0-115 0.3% 130-145
High 131-210 131-250 0-040 0.1% 131-080
Low 131-035 131-100 0-065 0.2% 129-310
Close 131-195 131-155 -0-040 -0.1% 130-205
Range 0-175 0-150 -0-025 -14.3% 1-090
ATR 0-246 0-239 -0-007 -2.8% 0-000
Volume 7,448 6,823 -625 -8.4% 146,585
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-298 132-217 131-238
R3 132-148 132-067 131-196
R2 131-318 131-318 131-182
R1 131-237 131-237 131-169 131-202
PP 131-168 131-168 131-168 131-151
S1 131-087 131-087 131-141 131-052
S2 131-018 131-018 131-128
S3 130-188 130-257 131-114
S4 130-038 130-107 131-072
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
5 131-250 130-160 1-090 1.0% 0-194 0.5% 77% True False 13,411
10 131-250 129-160 2-090 1.7% 0-224 0.5% 87% True False 27,899
20 131-250 129-160 2-090 1.7% 0-227 0.5% 87% True False 502,802
40 131-250 127-060 4-190 3.5% 0-263 0.6% 94% True False 770,324
60 131-300 127-060 4-240 3.6% 0-274 0.7% 90% False False 874,442
80 131-300 127-060 4-240 3.6% 0-273 0.6% 90% False False 893,124
100 131-300 122-200 9-100 7.1% 0-291 0.7% 95% False False 716,761
120 131-300 120-120 11-180 8.8% 0-276 0.7% 96% False False 597,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-072
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-248
2.618 133-003
1.618 132-173
1.000 132-080
0.618 132-023
HIGH 131-250
0.618 131-193
0.500 131-175
0.382 131-157
LOW 131-100
0.618 131-007
1.000 130-270
1.618 130-177
2.618 130-027
4.250 129-102
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 131-175 131-132
PP 131-168 131-108
S1 131-162 131-085

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

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