ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	127-085	128-000	0-235	0.6%	128-230
High	128-070	129-175	1-105	1.0%	129-095
Low	127-070	127-310	0-240	0.6%	127-060
Close	128-030	129-020	0-310	0.8%	128-030
Range	1-000	1-185	0-185	57.8%	2-035
ATR	0-303	0-317	0-014	4.8%	0-000
Volume	1,045,797	1,043,872	-1,925	-0.2%	5,927,481

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-190	132-290	129-298
R3	132-005	131-105	129-159
R2	130-140	130-140	129-113
R1	129-240	129-240	129-066	130-030
PP	128-275	128-275	128-275	129-010
S1	128-055	128-055	128-294	128-165
S2	127-090	127-090	128-247
S3	125-225	126-190	128-201
S4	124-040	125-005	128-062

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-167	133-133	129-081
R3	132-132	131-098	128-216
R2	130-097	130-097	128-154
R1	129-063	129-063	128-092	128-222
PP	128-062	128-062	128-062	127-301
S1	127-028	127-028	127-288	126-188
S2	126-027	126-027	127-226
S3	123-312	124-313	127-164
S4	121-277	122-278	126-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-175	127-060	2-115	1.8%	1-077	1.0%	79%	True	False	1,248,007
10	129-175	127-060	2-115	1.8%	0-316	0.8%	79%	True	False	1,143,009
20	131-125	127-060	4-065	3.3%	0-309	0.7%	45%	False	False	1,085,539
40	131-300	127-060	4-240	3.7%	0-285	0.7%	39%	False	False	1,079,502
60	131-300	125-270	6-030	4.7%	0-309	0.7%	53%	False	False	831,933
80	131-300	122-050	9-250	7.6%	0-293	0.7%	71%	False	False	624,402
100	131-300	120-120	11-180	9.0%	0-262	0.6%	75%	False	False	499,712
120	131-300	119-230	12-070	9.5%	0-220	0.5%	76%	False	False	416,427

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	0-061
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	136-081
2.618	133-217
1.618	132-032
1.000	131-040
0.618	130-167
HIGH	129-175
0.618	128-302
0.500	128-242
0.382	128-183
LOW	127-310
0.618	126-318
1.000	126-125
1.618	125-133
2.618	123-268
4.250	121-084

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	128-308	128-266
PP	128-275	128-192
S1	128-242	128-118

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols