ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	119-030	118-270	-0-080	-0.2%	122-235
High	119-275	119-185	-0-090	-0.2%	123-120
Low	118-205	118-170	-0-035	-0.1%	119-290
Close	118-290	119-070	0-100	0.3%	120-070
Range	1-070	1-015	-0-055	-14.1%	3-150
ATR	1-035	1-034	-0-001	-0.4%	0-000
Volume	1,180,160	1,096,757	-83,403	-7.1%	5,871,322

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-080	121-250	119-254
R3	121-065	120-235	119-162
R2	120-050	120-050	119-131
R1	119-220	119-220	119-101	119-295
PP	119-035	119-035	119-035	119-072
S1	118-205	118-205	119-039	118-280
S2	118-020	118-020	119-009
S3	117-005	117-190	118-298
S4	115-310	116-175	118-206

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-183	129-117	122-040
R3	128-033	125-287	121-055
R2	124-203	124-203	120-274
R1	122-137	122-137	120-172	121-255
PP	121-053	121-053	121-053	120-272
S1	118-307	118-307	119-288	118-105
S2	117-223	117-223	119-186
S3	114-073	115-157	119-085
S4	110-243	112-007	118-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-045	118-170	2-195	2.2%	1-109	1.1%	26%	False	True	1,062,506
10	123-150	118-170	4-300	4.1%	1-100	1.1%	14%	False	True	1,166,659
20	124-300	118-170	6-130	5.4%	1-034	0.9%	11%	False	True	842,102
40	127-080	118-170	8-230	7.3%	0-304	0.8%	8%	False	True	425,652
60	127-080	118-170	8-230	7.3%	0-257	0.7%	8%	False	True	284,183
80	127-080	118-170	8-230	7.3%	0-216	0.6%	8%	False	True	213,143
100	127-080	118-170	8-230	7.3%	0-175	0.5%	8%	False	True	170,515
120	127-080	118-170	8-230	7.3%	0-149	0.4%	8%	False	True	142,097

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-080
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-009
2.618	122-102
1.618	121-087
1.000	120-200
0.618	120-072
HIGH	119-185
0.618	119-057
0.500	119-018
0.382	118-298
LOW	118-170
0.618	117-283
1.000	117-155
1.618	116-268
2.618	115-253
4.250	114-026

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	119-052	119-205
PP	119-035	119-160
S1	119-018	119-115

Download as Excel Spreadsheet

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

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