ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 129-110 129-080 -0-030 -0.1% 129-210
High 129-180 129-250 0-070 0.2% 130-020
Low 128-290 128-200 -0-090 -0.2% 128-200
Close 129-050 129-220 0-170 0.4% 129-220
Range 0-210 1-050 0-160 76.2% 1-140
ATR 0-239 0-248 0-009 3.9% 0-000
Volume 1,385,647 1,048,162 -337,485 -24.4% 4,727,553
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-267 132-133 130-104
R3 131-217 131-083 130-002
R2 130-167 130-167 129-288
R1 130-033 130-033 129-254 130-100
PP 129-117 129-117 129-117 129-150
S1 128-303 128-303 129-186 129-050
S2 128-067 128-067 129-152
S3 127-017 127-253 129-118
S4 125-287 126-203 129-016
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-247 133-053 130-153
R3 132-107 131-233 130-026
R2 130-287 130-287 129-304
R1 130-093 130-093 129-262 130-190
PP 129-147 129-147 129-147 129-195
S1 128-273 128-273 129-178 129-050
S2 128-007 128-007 129-136
S3 126-187 127-133 129-094
S4 125-047 125-313 128-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 128-200 1-140 1.1% 0-290 0.7% 74% False True 945,510
10 130-200 128-200 2-000 1.5% 0-244 0.6% 53% False True 538,698
20 130-200 128-200 2-000 1.5% 0-233 0.6% 53% False True 272,476
40 130-200 126-070 4-130 3.4% 0-220 0.5% 79% False False 137,023
60 131-050 126-070 4-300 3.8% 0-174 0.4% 70% False False 91,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 134-222
2.618 132-259
1.618 131-209
1.000 130-300
0.618 130-159
HIGH 129-250
0.618 129-109
0.500 129-065
0.382 129-021
LOW 128-200
0.618 127-291
1.000 127-150
1.618 126-241
2.618 125-191
4.250 123-228
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 129-168 129-178
PP 129-117 129-137
S1 129-065 129-095

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

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