ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	123-275	123-175	-0-100	-0.3%	124-160
High	124-005	124-140	0-135	0.3%	125-150
Low	123-085	123-045	-0-040	-0.1%	123-045
Close	123-155	123-225	0-070	0.2%	123-225
Range	0-240	1-095	0-175	72.9%	2-105
ATR	0-284	0-293	0-009	3.3%	0-000
Volume	111,542	109,193	-2,349	-2.1%	2,010,734

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-208	126-312	124-133
R3	126-113	125-217	124-019
R2	125-018	125-018	123-301
R1	124-122	124-122	123-263	124-230
PP	123-243	123-243	123-243	123-298
S1	123-027	123-027	123-187	123-135
S2	122-148	122-148	123-149
S3	121-053	121-252	123-111
S4	119-278	120-157	122-317

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-028	129-232	124-315
R3	128-243	127-127	124-110
R2	126-138	126-138	124-042
R1	125-022	125-022	123-293	124-188
PP	124-033	124-033	124-033	123-276
S1	122-237	122-237	123-157	122-082
S2	121-248	121-248	123-088
S3	119-143	120-132	123-020
S4	117-038	118-027	122-135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-150	123-045	2-105	1.9%	0-311	0.8%	24%	False	True	402,146
10	125-275	123-045	2-230	2.2%	0-300	0.8%	21%	False	True	762,747
20	127-285	123-045	4-240	3.8%	0-306	0.8%	12%	False	True	999,431
40	128-010	123-045	4-285	4.0%	0-264	0.7%	12%	False	True	1,028,182
60	128-010	122-300	5-030	4.1%	0-251	0.6%	15%	False	False	1,060,682
80	128-010	122-300	5-030	4.1%	0-256	0.6%	15%	False	False	938,548
100	128-010	121-110	6-220	5.4%	0-240	0.6%	35%	False	False	751,759
120	128-010	118-220	9-110	7.6%	0-222	0.6%	54%	False	False	626,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-304
2.618	127-266
1.618	126-171
1.000	125-235
0.618	125-076
HIGH	124-140
0.618	123-301
0.500	123-252
0.382	123-204
LOW	123-045
0.618	122-109
1.000	121-270
1.618	121-014
2.618	119-239
4.250	117-201

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	123-252	124-032
PP	123-243	123-310
S1	123-234	123-268

Download as Excel Spreadsheet

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

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