ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	125-215	125-035	-0-180	-0.4%	126-085
High	125-245	126-000	0-075	0.2%	127-070
Low	125-015	125-020	0-005	0.0%	126-085
Close	125-070	125-275	0-205	0.5%	126-135
Range	0-230	0-300	0-070	30.4%	0-305
ATR	0-219	0-225	0-006	2.6%	0-000
Volume	1,295,841	1,167,012	-128,829	-9.9%	4,666,953

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-145	128-030	126-120
R3	127-165	127-050	126-038
R2	126-185	126-185	126-010
R1	126-070	126-070	125-302	126-128
PP	125-205	125-205	125-205	125-234
S1	125-090	125-090	125-248	125-148
S2	124-225	124-225	125-220
S3	123-245	124-110	125-192
S4	122-265	123-130	125-110

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	126-305	125-015	1-290	1.5%	0-227	0.6%	43%	False	False	1,094,789
10	127-070	125-015	2-055	1.7%	0-230	0.6%	37%	False	False	1,100,274
20	127-220	125-015	2-205	2.1%	0-206	0.5%	31%	False	False	1,043,071
40	127-220	122-300	4-240	3.8%	0-233	0.6%	62%	False	False	1,110,101
60	127-220	122-210	5-010	4.0%	0-236	0.6%	64%	False	False	826,692
80	127-220	120-170	7-050	5.7%	0-219	0.5%	74%	False	False	620,396
100	127-220	118-220	9-000	7.2%	0-193	0.5%	80%	False	False	496,346
120	127-220	116-070	11-150	9.1%	0-168	0.4%	84%	False	False	413,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	129-315
2.618	128-145
1.618	127-165
1.000	126-300
0.618	126-185
HIGH	126-000
0.618	125-205
0.500	125-170
0.382	125-135
LOW	125-020
0.618	124-155
1.000	124-040
1.618	123-175
2.618	122-195
4.250	121-025

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	125-240	125-262
PP	125-205	125-250
S1	125-170	125-238

Download as Excel Spreadsheet

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

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