ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	121-235	120-060	-1-175	-1.3%	123-250
High	121-260	120-290	-0-290	-0.7%	124-120
Low	120-055	119-255	-0-120	-0.3%	121-005
Close	120-135	120-005	-0-130	-0.3%	121-085
Range	1-205	1-035	-0-170	-32.4%	3-115
ATR	1-022	1-022	0-001	0.3%	0-000
Volume	12,667	11,104	-1,563	-12.3%	137,605

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-182	122-288	120-200
R3	122-147	121-253	120-103
R2	121-112	121-112	120-070
R1	120-218	120-218	120-038	120-148
PP	120-077	120-077	120-077	120-041
S1	119-183	119-183	119-292	119-112
S2	119-042	119-042	119-260
S3	118-007	118-148	119-227
S4	116-292	117-113	119-130

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	122-085	119-255	2-150	2.1%	1-060	1.0%	9%	False	True	13,119
10	124-140	119-255	4-205	3.9%	1-060	1.0%	5%	False	True	39,278
20	125-275	119-255	6-020	5.1%	1-011	0.9%	4%	False	True	510,508
40	128-010	119-255	8-075	6.9%	0-298	0.8%	3%	False	True	827,802
60	128-010	119-255	8-075	6.9%	0-269	0.7%	3%	False	True	913,000
80	128-010	119-255	8-075	6.9%	0-276	0.7%	3%	False	True	935,835
100	128-010	119-255	8-075	6.9%	0-259	0.7%	3%	False	True	753,347
120	128-010	119-255	8-075	6.9%	0-242	0.6%	3%	False	True	627,929

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-066
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-199
2.618	123-259
1.618	122-224
1.000	122-005
0.618	121-189
HIGH	120-290
0.618	120-154
0.500	120-112
0.382	120-071
LOW	119-255
0.618	119-036
1.000	118-220
1.618	118-001
2.618	116-286
4.250	115-026

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	120-112	120-258
PP	120-077	120-173
S1	120-041	120-089

Download as Excel Spreadsheet

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

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