ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
129-260 |
129-110 |
-0-150 |
-0.4% |
129-230 |
| High |
129-310 |
129-180 |
-0-130 |
-0.3% |
130-200 |
| Low |
128-280 |
128-290 |
0-010 |
0.0% |
129-220 |
| Close |
129-110 |
129-050 |
-0-060 |
-0.1% |
130-000 |
| Range |
1-030 |
0-210 |
-0-140 |
-40.0% |
0-300 |
| ATR |
0-241 |
0-239 |
-0-002 |
-0.9% |
0-000 |
| Volume |
857,707 |
1,385,647 |
527,940 |
61.6% |
641,260 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-057 |
130-263 |
129-166 |
|
| R3 |
130-167 |
130-053 |
129-108 |
|
| R2 |
129-277 |
129-277 |
129-088 |
|
| R1 |
129-163 |
129-163 |
129-069 |
129-115 |
| PP |
129-067 |
129-067 |
129-067 |
129-042 |
| S1 |
128-273 |
128-273 |
129-031 |
128-225 |
| S2 |
128-177 |
128-177 |
129-012 |
|
| S3 |
127-287 |
128-063 |
128-312 |
|
| S4 |
127-077 |
127-173 |
128-254 |
|
|
| 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 |
130-150 |
128-280 |
1-190 |
1.2% |
0-260 |
0.6% |
18% |
False |
False |
811,318 |
| 10 |
130-200 |
128-280 |
1-240 |
1.4% |
0-230 |
0.6% |
16% |
False |
False |
435,297 |
| 20 |
130-200 |
128-280 |
1-240 |
1.4% |
0-230 |
0.6% |
16% |
False |
False |
220,204 |
| 40 |
130-200 |
126-070 |
4-130 |
3.4% |
0-214 |
0.5% |
67% |
False |
False |
110,828 |
| 60 |
131-050 |
126-070 |
4-300 |
3.8% |
0-168 |
0.4% |
59% |
False |
False |
74,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-112 |
|
2.618 |
131-090 |
|
1.618 |
130-200 |
|
1.000 |
130-070 |
|
0.618 |
129-310 |
|
HIGH |
129-180 |
|
0.618 |
129-100 |
|
0.500 |
129-075 |
|
0.382 |
129-050 |
|
LOW |
128-290 |
|
0.618 |
128-160 |
|
1.000 |
128-080 |
|
1.618 |
127-270 |
|
2.618 |
127-060 |
|
4.250 |
126-038 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-075 |
129-135 |
| PP |
129-067 |
129-107 |
| S1 |
129-058 |
129-078 |
|