ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	130-210	130-270	0-060	0.1%	129-250
High	130-280	131-095	0-135	0.3%	130-310
Low	130-105	130-170	0-065	0.2%	129-195
Close	130-255	131-070	0-135	0.3%	130-095
Range	0-175	0-245	0-070	40.0%	1-115
ATR	0-267	0-265	-0-002	-0.6%	0-000
Volume	1,053,504	1,436,712	383,208	36.4%	4,533,807

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-100	133-010	131-205
R3	132-175	132-085	131-137
R2	131-250	131-250	131-115
R1	131-160	131-160	131-092	131-205
PP	131-005	131-005	131-005	131-028
S1	130-235	130-235	131-048	130-280
S2	130-080	130-080	131-025
S3	129-155	129-310	131-003
S4	128-230	129-065	130-255

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	131-095	130-045	1-050	0.9%	0-206	0.5%	93%	True	False	1,060,600
10	131-095	129-195	1-220	1.3%	0-224	0.5%	95%	True	False	899,037
20	131-095	127-060	4-035	3.1%	0-286	0.7%	98%	True	False	1,034,511
40	131-125	127-060	4-065	3.2%	0-284	0.7%	96%	False	False	1,049,270
60	131-300	127-060	4-240	3.6%	0-280	0.7%	85%	False	False	1,069,852
80	131-300	125-170	6-130	4.9%	0-302	0.7%	89%	False	False	836,440
100	131-300	120-250	11-050	8.5%	0-286	0.7%	94%	False	False	669,383
120	131-300	120-120	11-180	8.8%	0-255	0.6%	94%	False	False	557,938

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-176
2.618	133-096
1.618	132-171
1.000	132-020
0.618	131-246
HIGH	131-095
0.618	131-001
0.500	130-292
0.382	130-264
LOW	130-170
0.618	130-019
1.000	129-245
1.618	129-094
2.618	128-169
4.250	127-089

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	131-038	131-027
PP	131-005	130-303
S1	130-292	130-260

Download as Excel Spreadsheet

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

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