ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
129-200 |
129-170 |
-0-030 |
-0.1% |
129-210 |
| High |
129-235 |
129-225 |
-0-010 |
0.0% |
130-020 |
| Low |
129-035 |
129-075 |
0-040 |
0.1% |
128-200 |
| Close |
129-180 |
129-105 |
-0-075 |
-0.2% |
129-220 |
| Range |
0-200 |
0-150 |
-0-050 |
-25.0% |
1-140 |
| ATR |
0-244 |
0-238 |
-0-007 |
-2.8% |
0-000 |
| Volume |
751,640 |
723,069 |
-28,571 |
-3.8% |
4,727,553 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-265 |
130-175 |
129-188 |
|
| R3 |
130-115 |
130-025 |
129-146 |
|
| R2 |
129-285 |
129-285 |
129-132 |
|
| R1 |
129-195 |
129-195 |
129-119 |
129-165 |
| PP |
129-135 |
129-135 |
129-135 |
129-120 |
| S1 |
129-045 |
129-045 |
129-091 |
129-015 |
| S2 |
128-305 |
128-305 |
129-078 |
|
| S3 |
128-155 |
128-215 |
129-064 |
|
| S4 |
128-005 |
128-065 |
129-022 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-247 |
133-053 |
130-153 |
|
| R3 |
132-107 |
131-233 |
130-026 |
|
| R2 |
130-287 |
130-287 |
129-304 |
|
| R1 |
130-093 |
130-093 |
129-262 |
130-190 |
| PP |
129-147 |
129-147 |
129-147 |
129-195 |
| S1 |
128-273 |
128-273 |
129-178 |
129-050 |
| S2 |
128-007 |
128-007 |
129-136 |
|
| S3 |
126-187 |
127-133 |
129-094 |
|
| S4 |
125-047 |
125-313 |
128-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-310 |
128-200 |
1-110 |
1.0% |
0-256 |
0.6% |
52% |
False |
False |
953,245 |
| 10 |
130-200 |
128-200 |
2-000 |
1.5% |
0-243 |
0.6% |
35% |
False |
False |
683,402 |
| 20 |
130-200 |
128-200 |
2-000 |
1.5% |
0-231 |
0.6% |
35% |
False |
False |
345,491 |
| 40 |
130-200 |
126-070 |
4-130 |
3.4% |
0-221 |
0.5% |
71% |
False |
False |
173,849 |
| 60 |
131-050 |
126-070 |
4-300 |
3.8% |
0-180 |
0.4% |
63% |
False |
False |
116,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-222 |
|
2.618 |
130-298 |
|
1.618 |
130-148 |
|
1.000 |
130-055 |
|
0.618 |
129-318 |
|
HIGH |
129-225 |
|
0.618 |
129-168 |
|
0.500 |
129-150 |
|
0.382 |
129-132 |
|
LOW |
129-075 |
|
0.618 |
128-302 |
|
1.000 |
128-245 |
|
1.618 |
128-152 |
|
2.618 |
128-002 |
|
4.250 |
127-078 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-150 |
129-092 |
| PP |
129-135 |
129-078 |
| S1 |
129-120 |
129-065 |
|