ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	126-170	126-140	-0-030	-0.1%	126-085
High	126-225	126-305	0-080	0.2%	127-070
Low	126-095	126-090	-0-005	0.0%	126-085
Close	126-135	126-135	0-000	0.0%	126-135
Range	0-130	0-215	0-085	65.4%	0-305
ATR	0-215	0-215	0-000	0.0%	0-000
Volume	779,926	918,010	138,084	17.7%	4,666,953

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-182	128-053	126-253
R3	127-287	127-158	126-194
R2	127-072	127-072	126-174
R1	126-263	126-263	126-155	126-220
PP	126-177	126-177	126-177	126-155
S1	126-048	126-048	126-115	126-005
S2	125-282	125-282	126-096
S3	125-067	125-153	126-076
S4	124-172	124-258	126-017

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-158	128-292	126-303
R3	128-173	127-307	126-219
R2	127-188	127-188	126-191
R1	127-002	127-002	126-163	127-095
PP	126-203	126-203	126-203	126-250
S1	126-017	126-017	126-107	126-110
S2	125-218	125-218	126-079
S3	124-233	125-032	126-051
S4	123-248	124-047	125-287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-070	126-090	0-300	0.7%	0-192	0.5%	15%	False	True	951,135
10	127-220	126-020	1-200	1.3%	0-216	0.5%	22%	False	False	1,039,079
20	127-220	125-100	2-120	1.9%	0-202	0.5%	47%	False	False	1,046,790
40	127-220	122-300	4-240	3.8%	0-239	0.6%	73%	False	False	1,092,405
60	127-220	122-160	5-060	4.1%	0-231	0.6%	76%	False	False	763,915
80	127-220	120-170	7-050	5.7%	0-214	0.5%	82%	False	False	573,218
100	127-220	118-220	9-000	7.1%	0-189	0.5%	86%	False	False	458,587
120	127-220	116-070	11-150	9.1%	0-166	0.4%	89%	False	False	382,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-069
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-259
2.618	128-228
1.618	128-013
1.000	127-200
0.618	127-118
HIGH	126-305
0.618	126-223
0.500	126-198
0.382	126-172
LOW	126-090
0.618	125-277
1.000	125-195
1.618	125-062
2.618	124-167
4.250	123-136

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	126-198	126-212
PP	126-177	126-187
S1	126-156	126-161

Download as Excel Spreadsheet

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

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