ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 131-190 131-175 -0-015 0.0% 130-160
High 131-250 132-030 0-100 0.2% 132-030
Low 131-100 131-110 0-010 0.0% 130-160
Close 131-155 131-305 0-150 0.4% 131-305
Range 0-150 0-240 0-090 60.0% 1-190
ATR 0-239 0-239 0-000 0.0% 0-000
Volume 6,823 4,661 -2,162 -31.7% 56,304
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 134-015 133-240 132-117
R3 133-095 133-000 132-051
R2 132-175 132-175 132-029
R1 132-080 132-080 132-007 132-128
PP 131-255 131-255 131-255 131-279
S1 131-160 131-160 131-283 131-208
S2 131-015 131-015 131-261
S3 130-095 130-240 131-239
S4 129-175 130-000 131-173
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 136-095 135-230 132-266
R3 134-225 134-040 132-125
R2 133-035 133-035 132-078
R1 132-170 132-170 132-032 132-262
PP 131-165 131-165 131-165 131-211
S1 130-300 130-300 131-258 131-072
S2 129-295 129-295 131-212
S3 128-105 129-110 131-165
S4 126-235 127-240 131-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-030 130-160 1-190 1.2% 0-196 0.5% 91% True False 11,260
10 132-030 129-310 2-040 1.6% 0-212 0.5% 93% True False 20,288
20 132-030 129-160 2-190 2.0% 0-228 0.5% 95% True False 441,376
40 132-030 127-060 4-290 3.7% 0-263 0.6% 97% True False 737,873
60 132-030 127-060 4-290 3.7% 0-273 0.6% 97% True False 854,337
80 132-030 127-060 4-290 3.7% 0-271 0.6% 97% True False 891,932
100 132-030 122-300 9-050 6.9% 0-292 0.7% 98% True False 716,803
120 132-030 120-120 11-230 8.9% 0-277 0.7% 99% True False 597,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-090
2.618 134-018
1.618 133-098
1.000 132-270
0.618 132-178
HIGH 132-030
0.618 131-258
0.500 131-230
0.382 131-202
LOW 131-110
0.618 130-282
1.000 130-190
1.618 130-042
2.618 129-122
4.250 128-050
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 131-280 131-268
PP 131-255 131-230
S1 131-230 131-192

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

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