ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	117-087	117-175	0-088	0.2%	117-150
High	117-225	117-302	0-077	0.2%	117-315
Low	117-060	117-162	0-102	0.3%	116-200
Close	117-190	117-195	0-005	0.0%	117-190
Range	0-165	0-140	-0-025	-15.2%	1-115
ATR	0-212	0-206	-0-005	-2.4%	0-000
Volume	377,497	369,570	-7,927	-2.1%	2,476,859

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-237	117-272
R3	118-180	118-097	117-234
R2	118-040	118-040	117-221
R1	117-277	117-277	117-208	117-318
PP	117-220	117-220	117-220	117-240
S1	117-137	117-137	117-182	117-178
S2	117-080	117-080	117-169
S3	116-260	116-317	117-156
S4	116-120	116-177	117-118

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-153	120-287	118-109
R3	120-038	119-172	117-310
R2	118-243	118-243	117-270
R1	118-057	118-057	117-230	118-150
PP	117-128	117-128	117-128	117-175
S1	116-262	116-262	117-150	117-035
S2	116-013	116-013	117-110
S3	114-218	115-147	117-070
S4	113-103	114-032	116-271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-315	116-200	1-115	1.2%	0-211	0.6%	72%	False	False	468,275
10	119-225	116-200	3-025	2.6%	0-246	0.7%	32%	False	False	519,869
20	120-060	116-200	3-180	3.0%	0-224	0.6%	28%	False	False	460,951
40	121-260	116-200	5-060	4.4%	0-177	0.5%	19%	False	False	234,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-052
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	119-257
2.618	119-029
1.618	118-209
1.000	118-122
0.618	118-069
HIGH	117-302
0.618	117-249
0.500	117-232
0.382	117-215
LOW	117-162
0.618	117-075
1.000	117-022
1.618	116-255
2.618	116-115
4.250	115-207

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	117-232	117-160
PP	117-220	117-126
S1	117-207	117-091

Download as Excel Spreadsheet

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

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