ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	130-225	130-265	0-040	0.1%	129-250
High	130-310	130-300	-0-010	0.0%	130-310
Low	130-085	130-045	-0-040	-0.1%	129-195
Close	130-265	130-095	-0-170	-0.4%	130-095
Range	0-225	0-255	0-030	13.3%	1-115
ATR	0-286	0-284	-0-002	-0.8%	0-000
Volume	1,233,175	846,637	-386,538	-31.3%	4,533,807

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-272	132-118	130-235
R3	132-017	131-183	130-165
R2	131-082	131-082	130-142
R1	130-248	130-248	130-118	130-198
PP	130-147	130-147	130-147	130-121
S1	129-313	129-313	130-072	129-262
S2	129-212	129-212	130-048
S3	128-277	129-058	130-025
S4	128-022	128-123	129-275

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-118	133-222	131-014
R3	133-003	132-107	130-215
R2	131-208	131-208	130-175
R1	130-312	130-312	130-135	131-100
PP	130-093	130-093	130-093	130-148
S1	129-197	129-197	130-055	129-305
S2	128-298	128-298	130-015
S3	127-183	128-082	129-295
S4	126-068	126-287	129-176

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%	0-231	0.6%	51%	False	False	906,761
10	131-000	129-195	1-125	1.1%	0-254	0.6%	49%	False	False	876,960
20	131-000	127-060	3-260	2.9%	0-301	0.7%	82%	False	False	1,036,476
40	131-125	127-060	4-065	3.2%	0-292	0.7%	74%	False	False	1,049,689
60	131-300	127-060	4-240	3.6%	0-285	0.7%	65%	False	False	1,051,495
80	131-300	123-070	8-230	6.7%	0-309	0.7%	81%	False	False	796,229
100	131-300	120-120	11-180	8.9%	0-287	0.7%	86%	False	False	637,193
120	131-300	120-120	11-180	8.9%	0-250	0.6%	86%	False	False	531,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-104
2.618	133-008
1.618	132-073
1.000	131-235
0.618	131-138
HIGH	130-300
0.618	130-203
0.500	130-172
0.382	130-142
LOW	130-045
0.618	129-207
1.000	129-110
1.618	128-272
2.618	128-017
4.250	126-241

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	130-172	130-178
PP	130-147	130-150
S1	130-121	130-122

Download as Excel Spreadsheet

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

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