ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	130-310	130-085	-0-225	-0.5%	130-115
High	131-050	130-245	-0-125	-0.3%	131-095
Low	130-140	129-250	-0-210	-0.5%	130-105
Close	130-210	130-230	0-020	0.0%	130-210
Range	0-230	0-315	0-085	37.0%	0-310
ATR	0-264	0-268	0-004	1.4%	0-000
Volume	879,823	1,753,162	873,339	99.3%	4,103,015

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-120	133-010	131-083
R3	132-125	132-015	130-317
R2	131-130	131-130	130-288
R1	131-020	131-020	130-259	131-075
PP	130-135	130-135	130-135	130-162
S1	130-025	130-025	130-201	130-080
S2	129-140	129-140	130-172
S3	128-145	129-030	130-143
S4	127-150	128-035	130-057

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-213	133-042	131-060
R3	132-223	132-052	130-295
R2	131-233	131-233	130-267
R1	131-062	131-062	130-238	131-148
PP	130-243	130-243	130-243	130-286
S1	130-072	130-072	130-182	130-158
S2	129-253	129-253	130-153
S3	128-263	129-082	130-125
S4	127-273	128-092	130-040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-095	129-250	1-165	1.2%	0-219	0.5%	62%	False	True	1,171,235
10	131-095	129-195	1-220	1.3%	0-225	0.5%	66%	False	False	1,038,998
20	131-095	127-310	3-105	2.5%	0-272	0.7%	83%	False	False	1,032,910
40	131-125	127-060	4-065	3.2%	0-286	0.7%	84%	False	False	1,060,455
60	131-300	127-060	4-240	3.6%	0-278	0.7%	74%	False	False	1,068,075
80	131-300	125-210	6-090	4.8%	0-300	0.7%	81%	False	False	869,232
100	131-300	120-300	11-000	8.4%	0-288	0.7%	89%	False	False	695,697
120	131-300	120-120	11-180	8.8%	0-259	0.6%	89%	False	False	579,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	134-304
2.618	133-110
1.618	132-115
1.000	131-240
0.618	131-120
HIGH	130-245
0.618	130-125
0.500	130-088
0.382	130-050
LOW	129-250
0.618	129-055
1.000	128-255
1.618	128-060
2.618	127-065
4.250	125-191

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	130-182	130-211
PP	130-135	130-192
S1	130-088	130-172

Download as Excel Spreadsheet

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

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