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

Download as Excel Spreadsheet

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

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