ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
130-060 |
130-150 |
0-090 |
0.2% |
129-230 |
| High |
130-200 |
130-150 |
-0-050 |
-0.1% |
130-200 |
| Low |
129-280 |
129-250 |
-0-030 |
-0.1% |
129-220 |
| Close |
130-180 |
130-000 |
-0-180 |
-0.4% |
130-000 |
| Range |
0-240 |
0-220 |
-0-020 |
-8.3% |
0-300 |
| ATR |
0-225 |
0-227 |
0-002 |
0.8% |
0-000 |
| Volume |
175,244 |
377,200 |
201,956 |
115.2% |
641,260 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-047 |
131-243 |
130-121 |
|
| R3 |
131-147 |
131-023 |
130-060 |
|
| R2 |
130-247 |
130-247 |
130-040 |
|
| R1 |
130-123 |
130-123 |
130-020 |
130-075 |
| PP |
130-027 |
130-027 |
130-027 |
130-002 |
| S1 |
129-223 |
129-223 |
129-300 |
129-175 |
| S2 |
129-127 |
129-127 |
129-280 |
|
| S3 |
128-227 |
129-003 |
129-260 |
|
| S4 |
128-007 |
128-103 |
129-199 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-293 |
132-127 |
130-165 |
|
| R3 |
131-313 |
131-147 |
130-082 |
|
| R2 |
131-013 |
131-013 |
130-055 |
|
| R1 |
130-167 |
130-167 |
130-028 |
130-250 |
| PP |
130-033 |
130-033 |
130-033 |
130-075 |
| S1 |
129-187 |
129-187 |
129-292 |
129-270 |
| S2 |
129-053 |
129-053 |
129-265 |
|
| S3 |
128-073 |
128-207 |
129-238 |
|
| S4 |
127-093 |
127-227 |
129-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-200 |
129-150 |
1-050 |
0.9% |
0-198 |
0.5% |
46% |
False |
False |
131,885 |
| 10 |
130-200 |
128-300 |
1-220 |
1.3% |
0-199 |
0.5% |
63% |
False |
False |
69,285 |
| 20 |
130-200 |
126-120 |
4-080 |
3.3% |
0-238 |
0.6% |
85% |
False |
False |
37,017 |
| 40 |
130-200 |
126-070 |
4-130 |
3.4% |
0-200 |
0.5% |
86% |
False |
False |
18,847 |
| 60 |
131-050 |
126-070 |
4-300 |
3.8% |
0-150 |
0.4% |
77% |
False |
False |
12,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-125 |
|
2.618 |
132-086 |
|
1.618 |
131-186 |
|
1.000 |
131-050 |
|
0.618 |
130-286 |
|
HIGH |
130-150 |
|
0.618 |
130-066 |
|
0.500 |
130-040 |
|
0.382 |
130-014 |
|
LOW |
129-250 |
|
0.618 |
129-114 |
|
1.000 |
129-030 |
|
1.618 |
128-214 |
|
2.618 |
127-314 |
|
4.250 |
126-275 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-040 |
130-050 |
| PP |
130-027 |
130-033 |
| S1 |
130-013 |
130-017 |
|