ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	130-120	129-250	-0-190	-0.5%	130-055
High	130-120	130-190	0-070	0.2%	131-000
Low	129-220	129-195	-0-025	-0.1%	129-220
Close	129-250	130-145	0-215	0.5%	129-250
Range	0-220	0-315	0-095	43.2%	1-100
ATR	0-308	0-309	0-000	0.2%	0-000
Volume	157,098	735,287	578,189	368.0%	4,235,794

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-055	132-255	130-318
R3	132-060	131-260	130-232
R2	131-065	131-065	130-203
R1	130-265	130-265	130-174	131-005
PP	130-070	130-070	130-070	130-100
S1	129-270	129-270	130-116	130-010
S2	129-075	129-075	130-087
S3	128-080	128-275	130-058
S4	127-085	127-280	129-292

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-030	133-080	130-161
R3	132-250	131-300	130-046
R2	131-150	131-150	130-007
R1	130-200	130-200	129-288	130-125
PP	130-050	130-050	130-050	130-012
S1	129-100	129-100	129-212	129-025
S2	128-270	128-270	129-173
S3	127-170	128-000	129-134
S4	126-070	126-220	129-019

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%	61%	False	True	812,589
10	131-000	129-075	1-245	1.4%	0-300	0.7%	69%	False	False	995,964
20	131-000	127-060	3-260	2.9%	0-308	0.7%	86%	False	False	1,069,487
40	131-300	127-060	4-240	3.6%	0-300	0.7%	69%	False	False	1,065,329
60	131-300	127-060	4-240	3.6%	0-290	0.7%	69%	False	False	996,005
80	131-300	122-170	9-130	7.2%	0-307	0.7%	84%	False	False	748,797
100	131-300	120-120	11-180	8.9%	0-286	0.7%	87%	False	False	599,215
120	131-300	120-120	11-180	8.9%	0-245	0.6%	87%	False	False	499,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-249
2.618	133-055
1.618	132-060
1.000	131-185
0.618	131-065
HIGH	130-190
0.618	130-070
0.500	130-032
0.382	129-315
LOW	129-195
0.618	129-000
1.000	128-200
1.618	128-005
2.618	127-010
4.250	125-136

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	130-108	130-123
PP	130-070	130-102
S1	130-032	130-080

Download as Excel Spreadsheet

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

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