ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	126-300	126-305	0-005	0.0%	127-090
High	127-070	127-015	-0-055	-0.1%	127-220
Low	126-215	126-150	-0-065	-0.2%	126-020
Close	127-015	126-205	-0-130	-0.3%	126-075
Range	0-175	0-185	0-010	5.7%	1-200
ATR	0-225	0-222	-0-003	-1.3%	0-000
Volume	923,187	997,495	74,308	8.0%	4,906,384

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-145	128-040	126-307
R3	127-280	127-175	126-256
R2	127-095	127-095	126-239
R1	126-310	126-310	126-222	126-270
PP	126-230	126-230	126-230	126-210
S1	126-125	126-125	126-188	126-085
S2	126-045	126-045	126-171
S3	125-180	125-260	126-154
S4	124-315	125-075	126-103

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	127-070	126-020	1-050	0.9%	0-233	0.6%	50%	False	False	1,105,758
10	127-220	126-020	1-200	1.3%	0-214	0.5%	36%	False	False	1,010,793
20	127-220	125-050	2-170	2.0%	0-208	0.5%	59%	False	False	1,058,734
40	127-220	122-300	4-240	3.8%	0-246	0.6%	78%	False	False	1,081,130
60	127-220	121-280	5-260	4.6%	0-232	0.6%	82%	False	False	735,693
80	127-220	120-170	7-050	5.7%	0-214	0.5%	85%	False	False	552,001
100	127-220	118-100	9-120	7.4%	0-185	0.5%	89%	False	False	441,609
120	127-220	115-090	12-130	9.8%	0-167	0.4%	92%	False	False	368,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-161
2.618	128-179
1.618	127-314
1.000	127-200
0.618	127-129
HIGH	127-015
0.618	126-264
0.500	126-242
0.382	126-221
LOW	126-150
0.618	126-036
1.000	125-285
1.618	125-171
2.618	124-306
4.250	124-004

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	126-242	126-258
PP	126-230	126-240
S1	126-218	126-222

Download as Excel Spreadsheet

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

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