ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	125-005	124-255	-0-070	-0.2%	127-155
High	125-100	124-280	-0-140	-0.3%	127-215
Low	124-210	124-015	-0-195	-0.5%	125-185
Close	124-280	124-155	-0-125	-0.3%	125-300
Range	0-210	0-265	0-055	26.2%	2-030
ATR	0-279	0-278	-0-001	-0.4%	0-000
Volume	1,198,458	1,212,196	13,738	1.1%	5,296,451

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-305	126-175	124-301
R3	126-040	125-230	124-228
R2	125-095	125-095	124-204
R1	124-285	124-285	124-179	124-218
PP	124-150	124-150	124-150	124-116
S1	124-020	124-020	124-131	123-272
S2	123-205	123-205	124-106
S3	122-260	123-075	124-082
S4	121-315	122-130	124-009

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	132-217	131-128	127-028
R3	130-187	129-098	126-164
R2	128-157	128-157	126-103
R1	127-068	127-068	126-041	126-258
PP	126-127	126-127	126-127	126-061
S1	125-038	125-038	125-239	124-228
S2	124-097	124-097	125-177
S3	122-067	123-008	125-116
S4	120-037	120-298	124-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-050	124-015	3-035	2.5%	1-024	0.9%	14%	False	True	1,441,990
10	127-285	124-015	3-270	3.1%	0-313	0.8%	11%	False	True	1,236,116
20	128-010	124-015	3-315	3.2%	0-271	0.7%	11%	False	True	1,169,594
40	128-010	124-015	3-315	3.2%	0-240	0.6%	11%	False	True	1,114,164
60	128-010	122-300	5-030	4.1%	0-254	0.6%	30%	False	False	1,110,618
80	128-010	121-280	6-050	4.9%	0-242	0.6%	42%	False	False	844,168
100	128-010	120-170	7-160	6.0%	0-225	0.6%	53%	False	False	675,519
120	128-010	118-100	9-230	7.8%	0-200	0.5%	64%	False	False	562,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-076
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-126
2.618	127-014
1.618	126-069
1.000	125-225
0.618	125-124
HIGH	124-280
0.618	124-179
0.500	124-148
0.382	124-116
LOW	124-015
0.618	123-171
1.000	123-070
1.618	122-226
2.618	121-281
4.250	120-169

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	124-152	124-218
PP	124-150	124-197
S1	124-148	124-176

Download as Excel Spreadsheet

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

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