ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 18-Oct-2010

Day Change Summary
	Previous	Current
	15-Oct-2010	18-Oct-2010	Change	Change %	Previous Week
Open	126-190	126-085	-0-105	-0.3%	127-090
High	127-030	126-305	-0-045	-0.1%	127-220
Low	126-020	126-085	0-065	0.2%	126-020
Close	126-075	126-285	0-210	0.5%	126-075
Range	1-010	0-220	-0-110	-33.3%	1-200
ATR	0-226	0-227	0-000	0.1%	0-000
Volume	1,641,767	829,287	-812,480	-49.5%	4,906,384

Daily Pivots for day following 18-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-245	128-165	127-086
R3	128-025	127-265	127-026
R2	127-125	127-125	127-005
R1	127-045	127-045	126-305	127-085
PP	126-225	126-225	126-225	126-245
S1	126-145	126-145	126-265	126-185
S2	126-005	126-005	126-245
S3	125-105	125-245	126-224
S4	124-205	125-025	126-164

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-172	130-163	127-041
R3	129-292	128-283	126-218
R2	128-092	128-092	126-170
R1	127-083	127-083	126-123	126-308
PP	126-212	126-212	126-212	126-164
S1	125-203	125-203	126-027	125-108
S2	125-012	125-012	125-300
S3	123-132	124-003	125-252
S4	121-252	122-123	125-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-220	126-020	1-200	1.3%	0-240	0.6%	51%	False	False	1,127,023
10	127-220	126-020	1-200	1.3%	0-204	0.5%	51%	False	False	1,037,079
20	127-220	124-090	3-130	2.7%	0-217	0.5%	77%	False	False	1,095,121
40	127-220	122-300	4-240	3.7%	0-251	0.6%	83%	False	False	1,017,273
60	127-220	121-110	6-110	5.0%	0-230	0.6%	87%	False	False	684,769
80	127-220	120-050	7-170	5.9%	0-212	0.5%	89%	False	False	513,782
100	127-220	117-140	10-080	8.1%	0-180	0.4%	92%	False	False	411,032
120	127-220	114-240	12-300	10.2%	0-162	0.4%	94%	False	False	342,529

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-280
2.618	128-241
1.618	128-021
1.000	127-205
0.618	127-121
HIGH	126-305
0.618	126-221
0.500	126-195
0.382	126-169
LOW	126-085
0.618	125-269
1.000	125-185
1.618	125-049
2.618	124-149
4.250	123-110

Fisher Pivots for day following 18-Oct-2010
Pivot	1 day	3 day
R1	126-255	126-262
PP	126-225	126-238
S1	126-195	126-215

Download as Excel Spreadsheet

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

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