ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	131-010	130-160	-0-170	-0.4%	130-145
High	131-080	131-040	-0-040	-0.1%	131-080
Low	130-170	130-160	-0-010	0.0%	129-310
Close	130-205	131-010	0-125	0.3%	130-205
Range	0-230	0-200	-0-030	-13.0%	1-090
ATR	0-258	0-254	-0-004	-1.6%	0-000
Volume	15,415	20,074	4,659	30.2%	146,585

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-243	132-167	131-120
R3	132-043	131-287	131-065
R2	131-163	131-163	131-047
R1	131-087	131-087	131-028	131-125
PP	130-283	130-283	130-283	130-302
S1	130-207	130-207	130-312	130-245
S2	130-083	130-083	130-293
S3	129-203	130-007	130-275
S4	129-003	129-127	130-220

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-148	133-267	131-110
R3	133-058	132-177	130-318
R2	131-288	131-288	130-280
R1	131-087	131-087	130-243	131-188
PP	130-198	130-198	130-198	130-249
S1	129-317	129-317	130-167	130-098
S2	129-108	129-108	130-130
S3	128-018	128-227	130-092
S4	126-248	127-137	129-300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-080	129-310	1-090	1.0%	0-231	0.6%	83%	False	False	22,939
10	131-080	129-160	1-240	1.3%	0-242	0.6%	88%	False	False	208,848
20	131-095	129-160	1-255	1.4%	0-234	0.6%	85%	False	False	623,923
40	131-095	127-060	4-035	3.1%	0-272	0.6%	94%	False	False	849,553
60	131-300	127-060	4-240	3.6%	0-277	0.7%	81%	False	False	920,271
80	131-300	127-060	4-240	3.6%	0-276	0.7%	81%	False	False	894,213
100	131-300	122-170	9-130	7.2%	0-290	0.7%	90%	False	False	716,475
120	131-300	120-120	11-180	8.8%	0-275	0.7%	92%	False	False	597,279

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-067
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-250
2.618	132-244
1.618	132-044
1.000	131-240
0.618	131-164
HIGH	131-040
0.618	130-284
0.500	130-260
0.382	130-236
LOW	130-160
0.618	130-036
1.000	129-280
1.618	129-156
2.618	128-276
4.250	127-270

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	130-307	130-298
PP	130-283	130-267
S1	130-260	130-235

Download as Excel Spreadsheet

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

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