ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	130-115	130-060	-0-055	-0.1%	130-085
High	130-170	130-260	0-090	0.2%	130-245
Low	130-030	129-310	-0-040	-0.1%	129-160
Close	130-050	130-245	0-195	0.5%	130-160
Range	0-140	0-270	0-130	92.9%	1-085
ATR	0-255	0-256	0-001	0.4%	0-000
Volume	38,626	20,244	-18,382	-47.6%	3,674,987

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-015	132-240	131-074
R3	132-065	131-290	130-319
R2	131-115	131-115	130-294
R1	131-020	131-020	130-270	131-068
PP	130-165	130-165	130-165	130-189
S1	130-070	130-070	130-220	130-118
S2	129-215	129-215	130-196
S3	128-265	129-120	130-171
S4	127-315	128-170	130-096

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	130-260	129-160	1-100	1.0%	0-230	0.5%	96%	True	False	63,695
10	131-095	129-160	1-255	1.4%	0-247	0.6%	70%	False	False	610,235
20	131-095	129-160	1-255	1.4%	0-241	0.6%	70%	False	False	743,495
40	131-095	127-060	4-035	3.1%	0-275	0.7%	87%	False	False	934,038
60	131-300	127-060	4-240	3.6%	0-277	0.7%	75%	False	False	977,978
80	131-300	127-060	4-240	3.6%	0-278	0.7%	75%	False	False	894,006
100	131-300	122-130	9-170	7.3%	0-288	0.7%	88%	False	False	715,930
120	131-300	120-120	11-180	8.8%	0-271	0.6%	90%	False	False	596,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-078
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-128
2.618	133-007
1.618	132-057
1.000	131-210
0.618	131-107
HIGH	130-260
0.618	130-157
0.500	130-125
0.382	130-093
LOW	129-310
0.618	129-143
1.000	129-040
1.618	128-193
2.618	127-243
4.250	126-122

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	130-205	130-205
PP	130-165	130-165
S1	130-125	130-125

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