ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	121-055	121-235	0-180	0.5%	123-250
High	121-255	121-260	0-005	0.0%	124-120
Low	120-140	120-055	-0-085	-0.2%	121-005
Close	121-225	120-135	-1-090	-1.1%	121-085
Range	1-115	1-205	0-090	20.7%	3-115
ATR	1-007	1-022	0-014	4.3%	0-000
Volume	10,669	12,667	1,998	18.7%	137,605

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-232	124-228	121-104
R3	124-027	123-023	120-279
R2	122-142	122-142	120-231
R1	121-138	121-138	120-183	121-038
PP	120-257	120-257	120-257	120-206
S1	119-253	119-253	120-087	119-152
S2	119-052	119-052	120-039
S3	117-167	118-048	119-311
S4	115-282	116-163	119-166

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	122-250	120-055	2-195	2.2%	1-088	1.1%	10%	False	True	15,054
10	125-020	120-055	4-285	4.1%	1-072	1.0%	5%	False	True	60,003
20	125-275	120-055	5-220	4.7%	1-007	0.8%	4%	False	True	590,740
40	128-010	120-055	7-275	6.5%	0-296	0.8%	3%	False	True	855,950
60	128-010	120-055	7-275	6.5%	0-269	0.7%	3%	False	True	935,674
80	128-010	120-055	7-275	6.5%	0-273	0.7%	3%	False	True	936,612
100	128-010	120-055	7-275	6.5%	0-256	0.7%	3%	False	True	753,242
120	128-010	120-050	7-280	6.5%	0-240	0.6%	3%	False	False	627,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	128-251
2.618	126-034
1.618	124-149
1.000	123-145
0.618	122-264
HIGH	121-260
0.618	121-059
0.500	120-318
0.382	120-256
LOW	120-055
0.618	119-051
1.000	118-170
1.618	117-166
2.618	115-281
4.250	113-064

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	120-318	121-042
PP	120-257	120-287
S1	120-196	120-211

Download as Excel Spreadsheet

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

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