ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	130-130	130-225	0-095	0.2%	130-055
High	130-245	130-310	0-065	0.2%	131-000
Low	130-085	130-085	0-000	0.0%	129-220
Close	130-160	130-265	0-105	0.3%	129-250
Range	0-160	0-225	0-065	40.6%	1-100
ATR	0-291	0-286	-0-005	-1.6%	0-000
Volume	803,273	1,233,175	429,902	53.5%	4,235,794

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-255	132-165	131-069
R3	132-030	131-260	131-007
R2	131-125	131-125	130-306
R1	131-035	131-035	130-286	131-080
PP	130-220	130-220	130-220	130-242
S1	130-130	130-130	130-244	130-175
S2	129-315	129-315	130-224
S3	129-090	129-225	130-203
S4	128-185	129-000	130-141

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	130-310	129-195	1-115	1.0%	0-224	0.5%	90%	True	False	768,853
10	131-000	129-195	1-125	1.1%	0-256	0.6%	88%	False	False	904,166
20	131-000	127-060	3-260	2.9%	0-298	0.7%	95%	False	False	1,034,371
40	131-300	127-060	4-240	3.6%	0-295	0.7%	77%	False	False	1,060,818
60	131-300	127-060	4-240	3.6%	0-285	0.7%	77%	False	False	1,042,117
80	131-300	122-300	9-000	6.9%	0-308	0.7%	88%	False	False	785,660
100	131-300	120-120	11-180	8.8%	0-287	0.7%	90%	False	False	628,726
120	131-300	120-120	11-180	8.8%	0-249	0.6%	90%	False	False	524,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-306
2.618	132-259
1.618	132-034
1.000	131-215
0.618	131-129
HIGH	130-310
0.618	130-224
0.500	130-198
0.382	130-171
LOW	130-085
0.618	129-266
1.000	129-180
1.618	129-041
2.618	128-136
4.250	127-089

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	130-242	130-240
PP	130-220	130-215
S1	130-198	130-190

Download as Excel Spreadsheet

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

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