ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	130-190	130-190	0-000	0.0%	130-115
High	130-220	130-225	0-005	0.0%	131-095
Low	130-015	129-220	-0-115	-0.3%	130-105
Close	130-150	130-050	-0-100	-0.2%	130-210
Range	0-205	1-005	0-120	58.5%	0-310
ATR	0-264	0-268	0-004	1.6%	0-000
Volume	1,289,068	425,109	-863,959	-67.0%	4,103,015

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-073	132-227	130-229
R3	132-068	131-222	130-139
R2	131-063	131-063	130-110
R1	130-217	130-217	130-080	130-138
PP	130-058	130-058	130-058	130-019
S1	129-212	129-212	130-020	129-132
S2	129-053	129-053	129-310
S3	128-048	128-207	129-281
S4	127-043	127-202	129-191

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	129-220	1-195	1.2%	0-264	0.6%	29%	False	True	1,156,774
10	131-095	129-220	1-195	1.2%	0-226	0.5%	29%	False	True	1,045,343
20	131-095	129-195	1-220	1.3%	0-252	0.6%	32%	False	False	981,771
40	131-095	127-060	4-035	3.2%	0-284	0.7%	72%	False	False	1,042,077
60	131-300	127-060	4-240	3.6%	0-277	0.7%	63%	False	False	1,055,029
80	131-300	126-250	5-050	4.0%	0-292	0.7%	65%	False	False	890,497
100	131-300	122-130	9-170	7.3%	0-286	0.7%	81%	False	False	712,793
120	131-300	120-120	11-180	8.9%	0-264	0.6%	85%	False	False	594,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	135-006
2.618	133-116
1.618	132-111
1.000	131-230
0.618	131-106
HIGH	130-225
0.618	130-101
0.500	130-062
0.382	130-024
LOW	129-220
0.618	129-019
1.000	128-215
1.618	128-014
2.618	127-009
4.250	125-119

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	130-062	130-072
PP	130-058	130-065
S1	130-054	130-058

Download as Excel Spreadsheet

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

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