ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	130-190	130-040	-0-150	-0.4%	130-115
High	130-225	130-115	-0-110	-0.3%	131-095
Low	129-220	129-240	0-020	0.0%	130-105
Close	130-050	129-315	-0-055	-0.1%	130-210
Range	1-005	0-195	-0-130	-40.0%	0-310
ATR	0-268	0-263	-0-005	-2.0%	0-000
Volume	425,109	126,879	-298,230	-70.2%	4,103,015

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-275	131-170	130-102
R3	131-080	130-295	130-049
R2	130-205	130-205	130-031
R1	130-100	130-100	130-013	130-055
PP	130-010	130-010	130-010	129-308
S1	129-225	129-225	129-297	129-180
S2	129-135	129-135	129-279
S3	128-260	129-030	129-261
S4	128-065	128-155	129-208

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	131-050	129-220	1-150	1.1%	0-254	0.6%	20%	False	False	894,808
10	131-095	129-220	1-195	1.2%	0-230	0.6%	18%	False	False	977,704
20	131-095	129-195	1-220	1.3%	0-249	0.6%	22%	False	False	936,580
40	131-095	127-060	4-035	3.2%	0-283	0.7%	68%	False	False	1,019,592
60	131-300	127-060	4-240	3.7%	0-277	0.7%	59%	False	False	1,040,421
80	131-300	127-060	4-240	3.7%	0-282	0.7%	59%	False	False	891,983
100	131-300	122-130	9-170	7.3%	0-285	0.7%	80%	False	False	714,060
120	131-300	120-120	11-180	8.9%	0-265	0.6%	83%	False	False	595,222

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	132-304
2.618	131-306
1.618	131-111
1.000	130-310
0.618	130-236
HIGH	130-115
0.618	130-041
0.500	130-018
0.382	129-314
LOW	129-240
0.618	129-119
1.000	129-045
1.618	128-244
2.618	128-049
4.250	127-051

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	130-018	130-062
PP	130-010	130-040
S1	130-002	130-018

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols