ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	129-250	130-125	0-195	0.5%	130-055
High	130-190	130-270	0-080	0.2%	131-000
Low	129-195	130-070	0-195	0.5%	129-220
Close	130-145	130-105	-0-040	-0.1%	129-250
Range	0-315	0-200	-0-115	-36.5%	1-100
ATR	0-309	0-301	-0-008	-2.5%	0-000
Volume	735,287	915,435	180,148	24.5%	4,235,794

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-108	131-307	130-215
R3	131-228	131-107	130-160
R2	131-028	131-028	130-142
R1	130-227	130-227	130-123	130-188
PP	130-148	130-148	130-148	130-129
S1	130-027	130-027	130-087	129-308
S2	129-268	129-268	130-068
S3	129-068	129-147	130-050
S4	128-188	128-267	129-315

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%	0-282	0.7%	52%	False	False	819,598
10	131-000	129-195	1-125	1.1%	0-278	0.7%	52%	False	False	918,198
20	131-000	127-060	3-260	2.9%	0-304	0.7%	82%	False	False	1,053,383
40	131-300	127-060	4-240	3.6%	0-300	0.7%	66%	False	False	1,067,389
60	131-300	127-060	4-240	3.6%	0-290	0.7%	66%	False	False	1,010,559
80	131-300	122-170	9-130	7.2%	0-308	0.7%	83%	False	False	760,236
100	131-300	120-120	11-180	8.9%	0-286	0.7%	86%	False	False	608,363
120	131-300	120-120	11-180	8.9%	0-247	0.6%	86%	False	False	507,053

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-069
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	133-160
2.618	132-154
1.618	131-274
1.000	131-150
0.618	131-074
HIGH	130-270
0.618	130-194
0.500	130-170
0.382	130-146
LOW	130-070
0.618	129-266
1.000	129-190
1.618	129-066
2.618	128-186
4.250	127-180

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	130-170	130-094
PP	130-148	130-083
S1	130-127	130-072

Download as Excel Spreadsheet

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

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