ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	130-145	130-115	-0-030	-0.1%	130-085
High	130-180	130-170	-0-010	0.0%	130-245
Low	129-310	130-030	0-040	0.1%	129-160
Close	130-130	130-050	-0-080	-0.2%	130-160
Range	0-190	0-140	-0-050	-26.3%	1-085
ATR	0-264	0-255	-0-009	-3.4%	0-000
Volume	51,960	38,626	-13,334	-25.7%	3,674,987

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-183	131-097	130-127
R3	131-043	130-277	130-088
R2	130-223	130-223	130-076
R1	130-137	130-137	130-063	130-110
PP	130-083	130-083	130-083	130-070
S1	129-317	129-317	130-037	129-290
S2	129-263	129-263	130-024
S3	129-123	129-177	130-012
S4	128-303	129-037	129-293

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-017	133-173	131-063
R3	132-252	132-088	130-271
R2	131-167	131-167	130-234
R1	131-003	131-003	130-197	131-085
PP	130-082	130-082	130-082	130-122
S1	129-238	129-238	130-123	130-000
S2	128-317	128-317	130-086
S3	127-232	128-153	130-049
S4	126-147	127-068	129-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-225	129-160	1-065	0.9%	0-241	0.6%	55%	False	False	144,668
10	131-095	129-160	1-255	1.4%	0-238	0.6%	37%	False	False	713,561
20	131-095	129-160	1-255	1.4%	0-239	0.6%	37%	False	False	786,502
40	131-095	127-060	4-035	3.2%	0-273	0.7%	72%	False	False	956,832
60	131-300	127-060	4-240	3.6%	0-276	0.7%	63%	False	False	995,132
80	131-300	127-060	4-240	3.6%	0-276	0.7%	63%	False	False	893,841
100	131-300	122-130	9-170	7.3%	0-287	0.7%	81%	False	False	715,746
120	131-300	120-120	11-180	8.9%	0-269	0.6%	85%	False	False	596,649

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-078
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	132-125
2.618	131-217
1.618	131-077
1.000	130-310
0.618	130-257
HIGH	130-170
0.618	130-117
0.500	130-100
0.382	130-083
LOW	130-030
0.618	129-263
1.000	129-210
1.618	129-123
2.618	128-303
4.250	128-075

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	130-100	130-039
PP	130-083	130-028
S1	130-067	130-018

Download as Excel Spreadsheet

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

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