ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 130-085 130-130 0-045 0.1% 128-230
High 130-165 130-290 0-125 0.3% 129-095
Low 129-230 129-260 0-030 0.1% 127-060
Close 130-100 130-015 -0-085 -0.2% 128-030
Range 0-255 1-030 0-095 37.3% 2-035
ATR 1-004 1-006 0-002 0.6% 0-000
Volume 1,030,684 1,146,083 115,399 11.2% 5,927,481
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-172 132-283 130-208
R3 132-142 131-253 130-111
R2 131-112 131-112 130-079
R1 130-223 130-223 130-047 130-152
PP 130-082 130-082 130-082 130-046
S1 129-193 129-193 129-303 129-122
S2 129-052 129-052 129-271
S3 128-022 128-163 129-239
S4 126-312 127-133 129-142
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
5 130-290 127-070 3-220 2.8% 1-051 0.9% 77% True False 1,191,907
10 130-290 127-060 3-230 2.9% 1-020 0.8% 77% True False 1,164,576
20 130-290 127-060 3-230 2.9% 1-000 0.8% 77% True False 1,105,381
40 131-300 127-060 4-240 3.7% 0-295 0.7% 60% False False 1,098,532
60 131-300 127-060 4-240 3.7% 0-291 0.7% 60% False False 896,103
80 131-300 122-130 9-170 7.3% 0-296 0.7% 80% False False 672,738
100 131-300 120-120 11-180 8.9% 0-271 0.7% 84% False False 538,411
120 131-300 120-030 11-270 9.1% 0-229 0.6% 84% False False 448,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-178
2.618 133-246
1.618 132-216
1.000 132-000
0.618 131-186
HIGH 130-290
0.618 130-156
0.500 130-115
0.382 130-074
LOW 129-260
0.618 129-044
1.000 128-230
1.618 128-014
2.618 126-304
4.250 125-052
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 130-115 130-022
PP 130-082 130-020
S1 130-048 130-018

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

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