ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 29-Oct-2010

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	125-035	125-275	0-240	0.6%	126-140
High	126-000	126-130	0-130	0.3%	126-305
Low	125-020	125-250	0-230	0.6%	125-015
Close	125-275	126-090	0-135	0.3%	126-090
Range	0-300	0-200	-0-100	-33.3%	1-290
ATR	0-225	0-223	-0-002	-0.8%	0-000
Volume	1,167,012	1,098,768	-68,244	-5.8%	5,792,789

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-010	127-250	126-200
R3	127-130	127-050	126-145
R2	126-250	126-250	126-127
R1	126-170	126-170	126-108	126-210
PP	126-050	126-050	126-050	126-070
S1	125-290	125-290	126-072	126-010
S2	125-170	125-170	126-053
S3	124-290	125-090	126-035
S4	124-090	124-210	125-300

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-260	130-305	127-106
R3	129-290	129-015	126-258
R2	128-000	128-000	126-202
R1	127-045	127-045	126-146	126-198
PP	126-030	126-030	126-030	125-266
S1	125-075	125-075	126-034	124-228
S2	124-060	124-060	125-298
S3	122-090	123-105	125-242
S4	120-120	121-135	125-074

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%	0-241	0.6%	65%	False	False	1,158,557
10	127-070	125-015	2-055	1.7%	0-217	0.5%	57%	False	False	1,045,974
20	127-220	125-015	2-205	2.1%	0-206	0.5%	47%	False	False	1,037,557
40	127-220	122-300	4-240	3.8%	0-234	0.6%	70%	False	False	1,098,571
60	127-220	122-300	4-240	3.8%	0-236	0.6%	70%	False	False	844,744
80	127-220	120-170	7-050	5.7%	0-219	0.5%	80%	False	False	634,129
100	127-220	118-220	9-000	7.1%	0-195	0.5%	84%	False	False	507,334
120	127-220	116-070	11-150	9.1%	0-170	0.4%	88%	False	False	422,782

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-044
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-020
2.618	128-014
1.618	127-134
1.000	127-010
0.618	126-254
HIGH	126-130
0.618	126-054
0.500	126-030
0.382	126-006
LOW	125-250
0.618	125-126
1.000	125-050
1.618	124-246
2.618	124-046
4.250	123-040

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	126-070	126-031
PP	126-050	125-292
S1	126-030	125-232

Download as Excel Spreadsheet

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

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