ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	127-135	126-170	-0-285	-0.7%	126-090
High	127-215	127-010	-0-205	-0.5%	128-010
Low	126-130	125-280	-0-170	-0.4%	126-025
Close	126-170	126-310	0-140	0.3%	127-135
Range	1-085	1-050	-0-035	-8.6%	1-305
ATR	0-243	0-252	0-009	3.7%	0-000
Volume	1,265,847	1,632,472	366,625	29.0%	5,775,984

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-030	129-220	127-194
R3	128-300	128-170	127-092
R2	127-250	127-250	127-058
R1	127-120	127-120	127-024	127-185
PP	126-200	126-200	126-200	126-232
S1	126-070	126-070	126-276	126-135
S2	125-150	125-150	126-242
S3	124-100	125-020	126-208
S4	123-050	123-290	126-106

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	125-280	2-050	1.7%	0-296	0.7%	51%	False	True	1,275,422
10	128-010	125-020	2-310	2.3%	0-260	0.6%	64%	False	False	1,158,525
20	128-010	125-015	2-315	2.4%	0-242	0.6%	64%	False	False	1,134,021
40	128-010	123-165	4-165	3.6%	0-227	0.6%	76%	False	False	1,103,659
60	128-010	122-300	5-030	4.0%	0-247	0.6%	79%	False	False	998,185
80	128-010	121-110	6-220	5.3%	0-230	0.6%	84%	False	False	750,547
100	128-010	119-090	8-240	6.9%	0-215	0.5%	88%	False	False	600,526
120	128-010	117-140	10-190	8.3%	0-186	0.5%	90%	False	False	500,444

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-302
2.618	130-019
1.618	128-289
1.000	128-060
0.618	127-239
HIGH	127-010
0.618	126-189
0.500	126-145
0.382	126-101
LOW	125-280
0.618	125-051
1.000	124-230
1.618	124-001
2.618	122-271
4.250	120-308

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	126-255	126-289
PP	126-200	126-268
S1	126-145	126-248

Download as Excel Spreadsheet

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

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