ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	125-000	123-275	-1-045	-0.9%	124-115
High	125-020	124-005	-1-015	-0.8%	125-275
Low	123-190	123-085	-0-105	-0.3%	124-015
Close	123-275	123-155	-0-120	-0.3%	124-190
Range	1-150	0-240	-0-230	-48.9%	1-260
ATR	0-287	0-284	-0-003	-1.2%	0-000
Volume	218,355	111,542	-106,813	-48.9%	4,975,119

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-268	125-132	123-287
R3	125-028	124-212	123-221
R2	124-108	124-108	123-199
R1	123-292	123-292	123-177	123-240
PP	123-188	123-188	123-188	123-162
S1	123-052	123-052	123-133	123-000
S2	122-268	122-268	123-111
S3	122-028	122-132	123-089
S4	121-108	121-212	123-023

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-087	129-078	125-189
R3	128-147	127-138	125-030
R2	126-207	126-207	124-296
R1	125-198	125-198	124-243	126-042
PP	124-267	124-267	124-267	125-029
S1	123-258	123-258	124-137	124-102
S2	123-007	123-007	124-084
S3	121-067	121-318	124-030
S4	119-127	120-058	123-191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-150	123-085	2-065	1.8%	0-279	0.7%	10%	False	True	540,366
10	125-275	123-085	2-190	2.1%	0-284	0.7%	8%	False	True	873,047
20	128-010	123-085	4-245	3.9%	0-302	0.8%	5%	False	True	1,069,754
40	128-010	123-085	4-245	3.9%	0-257	0.6%	5%	False	True	1,050,012
60	128-010	122-300	5-030	4.1%	0-250	0.6%	11%	False	False	1,079,815
80	128-010	122-300	5-030	4.1%	0-252	0.6%	11%	False	False	937,396
100	128-010	120-170	7-160	6.1%	0-238	0.6%	39%	False	False	750,669
120	128-010	118-220	9-110	7.6%	0-218	0.6%	51%	False	False	625,590

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-065
2.618	125-313
1.618	125-073
1.000	124-245
0.618	124-153
HIGH	124-005
0.618	123-233
0.500	123-205
0.382	123-177
LOW	123-085
0.618	122-257
1.000	122-165
1.618	122-017
2.618	121-097
4.250	120-025

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	123-205	124-118
PP	123-188	124-023
S1	123-172	123-249

Download as Excel Spreadsheet

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

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