ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
129-305 |
130-240 |
0-255 |
0.6% |
128-000 |
| High |
131-000 |
130-285 |
-0-035 |
-0.1% |
130-290 |
| Low |
129-285 |
129-285 |
0-000 |
0.0% |
127-310 |
| Close |
130-260 |
130-110 |
-0-150 |
-0.4% |
130-080 |
| Range |
1-035 |
1-000 |
-0-035 |
-9.9% |
2-300 |
| ATR |
0-314 |
0-315 |
0-000 |
0.1% |
0-000 |
| Volume |
1,213,896 |
1,076,278 |
-137,618 |
-11.3% |
6,032,438 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-120 |
132-275 |
130-286 |
|
| R3 |
132-120 |
131-275 |
130-198 |
|
| R2 |
131-120 |
131-120 |
130-169 |
|
| R1 |
130-275 |
130-275 |
130-139 |
130-198 |
| PP |
130-120 |
130-120 |
130-120 |
130-081 |
| S1 |
129-275 |
129-275 |
130-081 |
129-198 |
| S2 |
129-120 |
129-120 |
130-051 |
|
| S3 |
128-120 |
128-275 |
130-022 |
|
| S4 |
127-120 |
127-275 |
129-254 |
|
|
| 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% |
0-288 |
0.7% |
53% |
False |
False |
1,039,479 |
| 10 |
131-000 |
127-070 |
3-250 |
2.9% |
1-010 |
0.8% |
83% |
False |
False |
1,115,693 |
| 20 |
131-000 |
127-060 |
3-260 |
2.9% |
0-312 |
0.7% |
83% |
False |
False |
1,117,020 |
| 40 |
131-300 |
127-060 |
4-240 |
3.6% |
0-298 |
0.7% |
66% |
False |
False |
1,085,593 |
| 60 |
131-300 |
127-060 |
4-240 |
3.6% |
0-293 |
0.7% |
66% |
False |
False |
981,898 |
| 80 |
131-300 |
122-130 |
9-170 |
7.3% |
0-305 |
0.7% |
83% |
False |
False |
737,659 |
| 100 |
131-300 |
120-120 |
11-180 |
8.9% |
0-283 |
0.7% |
86% |
False |
False |
590,379 |
| 120 |
131-300 |
120-030 |
11-270 |
9.1% |
0-241 |
0.6% |
87% |
False |
False |
491,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-045 |
|
2.618 |
133-163 |
|
1.618 |
132-163 |
|
1.000 |
131-285 |
|
0.618 |
131-163 |
|
HIGH |
130-285 |
|
0.618 |
130-163 |
|
0.500 |
130-125 |
|
0.382 |
130-087 |
|
LOW |
129-285 |
|
0.618 |
129-087 |
|
1.000 |
128-285 |
|
1.618 |
128-087 |
|
2.618 |
127-087 |
|
4.250 |
125-205 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-125 |
130-138 |
| PP |
130-120 |
130-128 |
| S1 |
130-115 |
130-119 |
|