ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	124-265	125-000	0-055	0.1%	124-115
High	125-150	125-020	-0-130	-0.3%	125-275
Low	124-255	123-190	-1-065	-1.0%	124-015
Close	125-015	123-275	-1-060	-0.9%	124-190
Range	0-215	1-150	0-255	118.6%	1-260
ATR	0-273	0-287	0-014	5.2%	0-000
Volume	441,582	218,355	-223,227	-50.6%	4,975,119

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-185	127-220	124-214
R3	127-035	126-070	124-084
R2	125-205	125-205	124-041
R1	124-240	124-240	123-318	124-148
PP	124-055	124-055	124-055	124-009
S1	123-090	123-090	123-232	122-318
S2	122-225	122-225	123-189
S3	121-075	121-260	123-146
S4	119-245	120-110	123-016

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	125-170	123-190	1-300	1.6%	1-000	0.8%	14%	False	True	864,105
10	125-275	123-190	2-085	1.8%	0-282	0.7%	12%	False	True	981,739
20	128-010	123-190	4-140	3.6%	0-305	0.8%	6%	False	True	1,129,106
40	128-010	123-190	4-140	3.6%	0-258	0.6%	6%	False	True	1,078,789
60	128-010	122-300	5-030	4.1%	0-250	0.6%	18%	False	False	1,095,881
80	128-010	122-300	5-030	4.1%	0-253	0.6%	18%	False	False	936,067
100	128-010	120-170	7-160	6.1%	0-238	0.6%	44%	False	False	749,554
120	128-010	118-220	9-110	7.5%	0-216	0.5%	55%	False	False	624,661

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	0-050
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	131-098
2.618	128-290
1.618	127-140
1.000	126-170
0.618	125-310
HIGH	125-020
0.618	124-160
0.500	124-105
0.382	124-050
LOW	123-190
0.618	122-220
1.000	122-040
1.618	121-070
2.618	119-240
4.250	117-112

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	124-105	124-170
PP	124-055	124-098
S1	124-005	124-027

Download as Excel Spreadsheet

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

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