ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
129-170 |
129-110 |
-0-060 |
-0.1% |
129-210 |
| High |
129-225 |
130-010 |
0-105 |
0.3% |
130-020 |
| Low |
129-075 |
129-035 |
-0-040 |
-0.1% |
128-200 |
| Close |
129-105 |
129-310 |
0-205 |
0.5% |
129-220 |
| Range |
0-150 |
0-295 |
0-145 |
96.7% |
1-140 |
| ATR |
0-238 |
0-242 |
0-004 |
1.7% |
0-000 |
| Volume |
723,069 |
830,219 |
107,150 |
14.8% |
4,727,553 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-150 |
132-045 |
130-152 |
|
| R3 |
131-175 |
131-070 |
130-071 |
|
| R2 |
130-200 |
130-200 |
130-044 |
|
| R1 |
130-095 |
130-095 |
130-017 |
130-148 |
| PP |
129-225 |
129-225 |
129-225 |
129-251 |
| S1 |
129-120 |
129-120 |
129-283 |
129-172 |
| S2 |
128-250 |
128-250 |
129-256 |
|
| S3 |
127-275 |
128-145 |
129-229 |
|
| S4 |
126-300 |
127-170 |
129-148 |
|
|
| 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 |
130-010 |
128-200 |
1-130 |
1.1% |
0-245 |
0.6% |
96% |
True |
False |
947,747 |
| 10 |
130-200 |
128-200 |
2-000 |
1.5% |
0-256 |
0.6% |
67% |
False |
False |
758,492 |
| 20 |
130-200 |
128-200 |
2-000 |
1.5% |
0-237 |
0.6% |
67% |
False |
False |
386,883 |
| 40 |
130-200 |
126-070 |
4-130 |
3.4% |
0-225 |
0.5% |
85% |
False |
False |
194,604 |
| 60 |
131-050 |
126-070 |
4-300 |
3.8% |
0-185 |
0.4% |
76% |
False |
False |
129,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-304 |
|
2.618 |
132-142 |
|
1.618 |
131-167 |
|
1.000 |
130-305 |
|
0.618 |
130-192 |
|
HIGH |
130-010 |
|
0.618 |
129-217 |
|
0.500 |
129-182 |
|
0.382 |
129-148 |
|
LOW |
129-035 |
|
0.618 |
128-173 |
|
1.000 |
128-060 |
|
1.618 |
127-198 |
|
2.618 |
126-223 |
|
4.250 |
125-061 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-268 |
129-268 |
| PP |
129-225 |
129-225 |
| S1 |
129-182 |
129-182 |
|