ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	122-030	121-055	-0-295	-0.8%	123-250
High	122-030	121-255	-0-095	-0.2%	124-120
Low	121-005	120-140	-0-185	-0.5%	121-005
Close	121-085	121-225	0-140	0.4%	121-085
Range	1-025	1-115	0-090	26.1%	3-115
ATR	0-319	1-007	0-008	2.6%	0-000
Volume	12,824	10,669	-2,155	-16.8%	137,605

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-125	124-290	122-144
R3	124-010	123-175	122-025
R2	122-215	122-215	121-305
R1	122-060	122-060	121-265	122-138
PP	121-100	121-100	121-100	121-139
S1	120-265	120-265	121-185	121-022
S2	119-305	119-305	121-145
S3	118-190	119-150	121-105
S4	117-075	118-035	120-306

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	132-095	130-045	123-036
R3	128-300	126-250	122-061
R2	125-185	125-185	121-282
R1	123-135	123-135	121-184	122-262
PP	122-070	122-070	122-070	121-294
S1	120-020	120-020	120-306	119-148
S2	118-275	118-275	120-208
S3	115-160	116-225	120-109
S4	112-045	113-110	119-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-065	120-140	3-245	3.1%	1-096	1.1%	34%	False	True	20,192
10	125-150	120-140	5-010	4.1%	1-041	0.9%	25%	False	True	102,894
20	125-300	120-140	5-160	4.5%	1-004	0.8%	23%	False	True	676,124
40	128-010	120-140	7-190	6.2%	0-288	0.7%	17%	False	True	876,366
60	128-010	120-140	7-190	6.2%	0-263	0.7%	17%	False	True	949,234
80	128-010	120-140	7-190	6.2%	0-270	0.7%	17%	False	True	937,724
100	128-010	120-140	7-190	6.2%	0-253	0.6%	17%	False	True	753,136
120	128-010	120-050	7-280	6.5%	0-237	0.6%	20%	False	False	627,733

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-054
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-184
2.618	125-114
1.618	123-319
1.000	123-050
0.618	122-204
HIGH	121-255
0.618	121-089
0.500	121-038
0.382	120-306
LOW	120-140
0.618	119-191
1.000	119-025
1.618	118-076
2.618	116-281
4.250	114-211

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	121-162	121-188
PP	121-100	121-150
S1	121-038	121-112

Download as Excel Spreadsheet

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

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