ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 130-125 130-130 0-005 0.0% 130-055
High 130-270 130-245 -0-025 -0.1% 131-000
Low 130-070 130-085 0-015 0.0% 129-220
Close 130-105 130-160 0-055 0.1% 129-250
Range 0-200 0-160 -0-040 -20.0% 1-100
ATR 0-301 0-291 -0-010 -3.3% 0-000
Volume 915,435 803,273 -112,162 -12.3% 4,235,794
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-003 131-242 130-248
R3 131-163 131-082 130-204
R2 131-003 131-003 130-189
R1 130-242 130-242 130-175 130-282
PP 130-163 130-163 130-163 130-184
S1 130-082 130-082 130-145 130-122
S2 130-003 130-003 130-131
S3 129-163 129-242 130-116
S4 129-003 129-082 130-072
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
5 130-285 129-195 1-090 1.0% 0-243 0.6% 70% False False 737,474
10 131-000 129-195 1-125 1.1% 0-268 0.6% 64% False False 895,457
20 131-000 127-060 3-260 2.9% 0-300 0.7% 87% False False 1,037,847
40 131-300 127-060 4-240 3.6% 0-298 0.7% 70% False False 1,060,262
60 131-300 127-060 4-240 3.6% 0-288 0.7% 70% False False 1,023,231
80 131-300 122-200 9-100 7.1% 0-307 0.7% 85% False False 770,251
100 131-300 120-120 11-180 8.9% 0-286 0.7% 88% False False 616,395
120 131-300 120-120 11-180 8.9% 0-248 0.6% 88% False False 513,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 132-285
2.618 132-024
1.618 131-184
1.000 131-085
0.618 131-024
HIGH 130-245
0.618 130-184
0.500 130-165
0.382 130-146
LOW 130-085
0.618 129-306
1.000 129-245
1.618 129-146
2.618 128-306
4.250 128-045
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 130-165 130-131
PP 130-163 130-102
S1 130-162 130-072

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

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