ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	130-085	129-305	-0-100	-0.2%	128-000
High	130-185	131-000	0-135	0.3%	130-290
Low	129-275	129-285	0-010	0.0%	127-310
Close	130-015	130-260	0-245	0.6%	130-080
Range	0-230	1-035	0-125	54.3%	2-300
ATR	0-311	0-314	0-003	1.0%	0-000
Volume	880,388	1,213,896	333,508	37.9%	6,032,438

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-287	133-148	131-135
R3	132-252	132-113	131-038
R2	131-217	131-217	131-005
R1	131-078	131-078	130-293	131-148
PP	130-182	130-182	130-182	130-216
S1	130-043	130-043	130-227	130-112
S2	129-147	129-147	130-195
S3	128-112	129-008	130-162
S4	127-077	127-293	130-065

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	138-167	137-103	131-277
R3	135-187	134-123	131-018
R2	132-207	132-207	130-252
R1	131-143	131-143	130-166	132-015
PP	129-227	129-227	129-227	130-002
S1	128-163	128-163	129-314	129-035
S2	126-247	126-247	129-228
S3	123-267	125-183	129-142
S4	120-287	122-203	128-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-000	129-195	1-125	1.1%	0-294	0.7%	87%	True	False	1,053,440
10	131-000	127-060	3-260	2.9%	1-027	0.8%	95%	True	False	1,169,985
20	131-000	127-060	3-260	2.9%	0-310	0.7%	95%	True	False	1,125,638
40	131-300	127-060	4-240	3.6%	0-299	0.7%	76%	False	False	1,092,780
60	131-300	127-060	4-240	3.6%	0-291	0.7%	76%	False	False	964,246
80	131-300	122-130	9-170	7.3%	0-302	0.7%	88%	False	False	724,211
100	131-300	120-120	11-180	8.8%	0-280	0.7%	90%	False	False	579,617
120	131-300	120-030	11-270	9.1%	0-238	0.6%	91%	False	False	483,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-069
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135-229
2.618	133-289
1.618	132-254
1.000	132-035
0.618	131-219
HIGH	131-000
0.618	130-184
0.500	130-142
0.382	130-101
LOW	129-285
0.618	129-066
1.000	128-250
1.618	128-031
2.618	126-316
4.250	125-056

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	130-221	130-219
PP	130-182	130-178
S1	130-142	130-138

Download as Excel Spreadsheet

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

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