ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	124-160	124-265	0-105	0.3%	124-115
High	124-310	125-150	0-160	0.4%	125-275
Low	124-095	124-255	0-160	0.4%	124-015
Close	124-280	125-015	0-055	0.1%	124-190
Range	0-215	0-215	0-000	0.0%	1-260
ATR	0-277	0-273	-0-004	-1.6%	0-000
Volume	1,130,062	441,582	-688,480	-60.9%	4,975,119

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-038	126-242	125-133
R3	126-143	126-027	125-074
R2	125-248	125-248	125-054
R1	125-132	125-132	125-035	125-190
PP	125-033	125-033	125-033	125-062
S1	124-237	124-237	124-315	124-295
S2	124-138	124-138	124-296
S3	123-243	124-022	124-276
S4	123-028	123-127	124-217

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-087	129-078	125-189
R3	128-147	127-138	125-030
R2	126-207	126-207	124-296
R1	125-198	125-198	124-243	126-042
PP	124-267	124-267	124-267	125-029
S1	123-258	123-258	124-137	124-102
S2	123-007	123-007	124-084
S3	121-067	121-318	124-030
S4	119-127	120-058	123-191

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	1.4%	0-276	0.7%	55%	False	False	1,118,144
10	125-275	124-015	1-260	1.4%	0-262	0.7%	55%	False	False	1,121,477
20	128-010	124-015	3-315	3.2%	0-288	0.7%	25%	False	False	1,152,038
40	128-010	124-015	3-315	3.2%	0-249	0.6%	25%	False	False	1,100,220
60	128-010	122-300	5-030	4.1%	0-248	0.6%	41%	False	False	1,114,375
80	128-010	122-300	5-030	4.1%	0-248	0.6%	41%	False	False	933,492
100	128-010	120-170	7-160	6.0%	0-234	0.6%	60%	False	False	747,377
120	128-010	118-220	9-110	7.5%	0-212	0.5%	68%	False	False	622,841

Crabel Price Patterns
NR	False
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	0-056

Fibonacci Retracements and Extensions
4.250	128-104
2.618	127-073
1.618	126-178
1.000	126-045
0.618	125-283
HIGH	125-150
0.618	125-068
0.500	125-042
0.382	125-017
LOW	124-255
0.618	124-122
1.000	124-040
1.618	123-227
2.618	123-012
4.250	121-301

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	125-042	124-304
PP	125-033	124-273
S1	125-024	124-242

Download as Excel Spreadsheet

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

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