ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	123-175	123-250	0-075	0.2%	124-160
High	124-140	124-120	-0-020	-0.1%	125-150
Low	123-045	123-250	0-205	0.5%	123-045
Close	123-225	124-100	0-195	0.5%	123-225
Range	1-095	0-190	-0-225	-54.2%	2-105
ATR	0-293	0-288	-0-006	-1.9%	0-000
Volume	109,193	47,314	-61,879	-56.7%	2,010,734

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-300	125-230	124-204
R3	125-110	125-040	124-152
R2	124-240	124-240	124-135
R1	124-170	124-170	124-117	124-205
PP	124-050	124-050	124-050	124-068
S1	123-300	123-300	124-083	124-015
S2	123-180	123-180	124-065
S3	122-310	123-110	124-048
S4	122-120	122-240	123-316

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%	0-306	0.8%	50%	False	False	185,597
10	125-275	123-045	2-230	2.2%	0-302	0.8%	43%	False	False	703,316
20	127-215	123-045	4-170	3.6%	0-302	0.8%	26%	False	False	935,898
40	128-010	123-045	4-285	3.9%	0-262	0.7%	24%	False	False	996,502
60	128-010	122-300	5-030	4.1%	0-250	0.6%	27%	False	False	1,044,915
80	128-010	122-300	5-030	4.1%	0-256	0.6%	27%	False	False	938,944
100	128-010	121-110	6-220	5.4%	0-240	0.6%	44%	False	False	752,220
120	128-010	118-220	9-110	7.5%	0-223	0.6%	60%	False	False	626,894

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	126-288
2.618	125-297
1.618	125-107
1.000	124-310
0.618	124-237
HIGH	124-120
0.618	124-047
0.500	124-025
0.382	124-003
LOW	123-250
0.618	123-133
1.000	123-060
1.618	122-263
2.618	122-073
4.250	121-082

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	124-075	124-044
PP	124-050	123-308
S1	124-025	123-252

Download as Excel Spreadsheet

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

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