ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	127-155	127-135	-0-020	0.0%	126-090
High	127-210	127-215	0-005	0.0%	128-010
Low	127-100	126-130	-0-290	-0.7%	126-025
Close	127-115	126-170	-0-265	-0.7%	127-135
Range	0-110	1-085	0-295	268.2%	1-305
ATR	0-231	0-243	0-012	5.4%	0-000
Volume	645,168	1,265,847	620,679	96.2%	5,775,984

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-213	129-277	127-073
R3	129-128	128-192	126-281
R2	128-043	128-043	126-244
R1	127-107	127-107	126-207	127-032
PP	126-278	126-278	126-278	126-241
S1	126-022	126-022	126-133	125-268
S2	125-193	125-193	126-096
S3	124-108	124-257	126-059
S4	123-023	123-172	125-267

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	133-012	132-058	128-159
R3	131-027	130-073	127-307
R2	129-042	129-042	127-250
R1	128-088	128-088	127-192	128-225
PP	127-057	127-057	127-057	127-125
S1	126-103	126-103	127-078	126-240
S2	125-072	125-072	127-020
S3	123-087	124-118	126-283
S4	121-102	122-133	126-111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-010	126-040	1-290	1.5%	0-282	0.7%	21%	False	False	1,208,644
10	128-010	125-015	2-315	2.4%	0-246	0.6%	50%	False	False	1,124,862
20	128-010	125-015	2-315	2.4%	0-233	0.6%	50%	False	False	1,103,177
40	128-010	123-165	4-165	3.6%	0-223	0.6%	67%	False	False	1,095,956
60	128-010	122-300	5-030	4.0%	0-244	0.6%	71%	False	False	971,345
80	128-010	121-110	6-220	5.3%	0-227	0.6%	78%	False	False	730,150
100	128-010	118-220	9-110	7.4%	0-212	0.5%	84%	False	False	584,202
120	128-010	117-140	10-190	8.4%	0-183	0.5%	86%	False	False	486,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	133-016
2.618	130-315
1.618	129-230
1.000	128-300
0.618	128-145
HIGH	127-215
0.618	127-060
0.500	127-012
0.382	126-285
LOW	126-130
0.618	125-200
1.000	125-045
1.618	124-115
2.618	123-030
4.250	121-009

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	127-012	127-048
PP	126-278	126-302
S1	126-224	126-236

Download as Excel Spreadsheet

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

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