ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	123-250	124-050	0-120	0.3%	124-160
High	124-120	124-065	-0-055	-0.1%	125-150
Low	123-250	122-140	-1-110	-1.1%	123-045
Close	124-100	122-160	-1-260	-1.5%	123-225
Range	0-190	1-245	1-055	197.4%	2-105
ATR	0-288	0-310	0-022	7.8%	0-000
Volume	47,314	38,353	-8,961	-18.9%	2,010,734

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-110	127-060	123-151
R3	126-185	125-135	122-315
R2	124-260	124-260	122-264
R1	123-210	123-210	122-212	123-112
PP	123-015	123-015	123-015	122-286
S1	121-285	121-285	122-108	121-188
S2	121-090	121-090	122-056
S3	119-165	120-040	122-005
S4	117-240	118-115	121-169

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	125-020	122-140	2-200	2.1%	1-056	1.0%	2%	False	True	104,951
10	125-275	122-140	3-135	2.8%	1-006	0.8%	2%	False	True	611,547
20	127-215	122-140	5-075	4.3%	1-005	0.8%	1%	False	True	905,557
40	128-010	122-140	5-190	4.6%	0-275	0.7%	1%	False	True	994,947
60	128-010	122-140	5-190	4.6%	0-254	0.6%	1%	False	True	1,030,557
80	128-010	122-140	5-190	4.6%	0-262	0.7%	1%	False	True	939,243
100	128-010	121-110	6-220	5.5%	0-244	0.6%	17%	False	False	752,598
120	128-010	118-220	9-110	7.6%	0-227	0.6%	41%	False	False	627,214

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	0-046
Widest range in 149 trading days

Fibonacci Retracements and Extensions
4.250	131-226
2.618	128-264
1.618	127-019
1.000	125-310
0.618	125-094
HIGH	124-065
0.618	123-169
0.500	123-102
0.382	123-036
LOW	122-140
0.618	121-111
1.000	120-215
1.618	119-186
2.618	117-261
4.250	114-299

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	123-102	123-140
PP	123-015	123-040
S1	122-248	122-260

Download as Excel Spreadsheet

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

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