ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	125-035	125-090	0-055	0.1%	125-285
High	125-275	125-170	-0-105	-0.3%	125-300
Low	125-025	124-045	-0-300	-0.7%	124-015
Close	125-130	124-090	-1-040	-0.9%	124-165
Range	0-250	1-125	0-195	78.0%	1-285
ATR	0-272	0-284	0-012	4.5%	0-000
Volume	1,488,550	1,730,235	241,685	16.2%	6,388,355

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-263	127-302	125-015
R3	127-138	126-177	124-212
R2	126-013	126-013	124-172
R1	125-052	125-052	124-131	124-290
PP	124-208	124-208	124-208	124-168
S1	123-247	123-247	124-049	123-165
S2	123-083	123-083	124-008
S3	121-278	122-122	123-288
S4	120-153	120-317	123-165

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-162	129-128	125-178
R3	128-197	127-163	125-011
R2	126-232	126-232	124-276
R1	125-198	125-198	124-220	125-072
PP	124-267	124-267	124-267	124-204
S1	123-233	123-233	124-110	123-108
S2	122-302	122-302	124-054
S3	121-017	121-268	123-319
S4	119-052	119-303	123-152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-275	124-015	1-260	1.5%	0-290	0.7%	13%	False	False	1,205,729
10	127-075	124-015	3-060	2.6%	0-316	0.8%	7%	False	False	1,231,614
20	128-010	124-015	3-315	3.2%	0-288	0.7%	6%	False	False	1,195,069
40	128-010	124-015	3-315	3.2%	0-249	0.6%	6%	False	False	1,126,840
60	128-010	122-300	5-030	4.1%	0-253	0.6%	26%	False	False	1,139,398
80	128-010	122-210	5-120	4.3%	0-248	0.6%	30%	False	False	904,237
100	128-010	120-170	7-160	6.0%	0-231	0.6%	50%	False	False	723,662
120	128-010	118-220	9-110	7.5%	0-207	0.5%	60%	False	False	603,076

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	0-063
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	131-141
2.618	129-055
1.618	127-250
1.000	126-295
0.618	126-125
HIGH	125-170
0.618	125-000
0.500	124-268
0.382	124-215
LOW	124-045
0.618	123-090
1.000	122-240
1.618	121-285
2.618	120-160
4.250	118-074

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	124-268	125-000
PP	124-208	124-243
S1	124-149	124-167

Download as Excel Spreadsheet

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

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