ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 129-290 129-260 -0-030 -0.1% 129-230
High 129-310 129-310 0-000 0.0% 130-200
Low 129-100 128-280 -0-140 -0.3% 129-220
Close 129-240 129-110 -0-130 -0.3% 130-000
Range 0-210 1-030 0-140 66.7% 0-300
ATR 0-232 0-241 0-008 3.6% 0-000
Volume 1,063,988 857,707 -206,281 -19.4% 641,260
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-217 132-033 129-302
R3 131-187 131-003 129-206
R2 130-157 130-157 129-174
R1 129-293 129-293 129-142 129-210
PP 129-127 129-127 129-127 129-085
S1 128-263 128-263 129-078 128-180
S2 128-097 128-097 129-046
S3 127-067 127-233 129-014
S4 126-037 126-203 128-238
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-293 132-127 130-165
R3 131-313 131-147 130-082
R2 131-013 131-013 130-055
R1 130-167 130-167 130-028 130-250
PP 130-033 130-033 130-033 130-075
S1 129-187 129-187 129-292 129-270
S2 129-053 129-053 129-265
S3 128-073 128-207 129-238
S4 127-093 127-227 129-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-200 128-280 1-240 1.4% 0-266 0.6% 27% False True 569,237
10 130-200 128-280 1-240 1.4% 0-221 0.5% 27% False True 297,325
20 130-200 128-280 1-240 1.4% 0-226 0.5% 27% False True 151,022
40 130-200 126-070 4-130 3.4% 0-214 0.5% 71% False False 76,187
60 131-050 126-070 4-300 3.8% 0-164 0.4% 63% False False 50,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 134-198
2.618 132-266
1.618 131-236
1.000 131-020
0.618 130-206
HIGH 129-310
0.618 129-176
0.500 129-135
0.382 129-094
LOW 128-280
0.618 128-064
1.000 127-250
1.618 127-034
2.618 126-004
4.250 124-072
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 129-135 129-150
PP 129-127 129-137
S1 129-118 129-123

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

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