ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	120-060	120-090	0-030	0.1%	123-250
High	120-290	120-210	-0-080	-0.2%	124-120
Low	119-255	119-240	-0-015	0.0%	121-005
Close	120-005	120-120	0-115	0.3%	121-085
Range	1-035	0-290	-0-065	-18.3%	3-115
ATR	1-022	1-019	-0-004	-1.1%	0-000
Volume	11,104	3,404	-7,700	-69.3%	137,605

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-313	122-187	120-280
R3	122-023	121-217	120-200
R2	121-053	121-053	120-173
R1	120-247	120-247	120-147	120-310
PP	120-083	120-083	120-083	120-115
S1	119-277	119-277	120-093	120-020
S2	119-113	119-113	120-067
S3	118-143	118-307	120-040
S4	117-173	118-017	119-280

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	122-030	119-240	2-110	1.9%	1-070	1.0%	27%	False	True	10,133
10	124-140	119-240	4-220	3.9%	1-066	1.0%	13%	False	True	28,464
20	125-275	119-240	6-035	5.1%	1-015	0.9%	10%	False	True	450,756
40	128-010	119-240	8-090	6.9%	0-301	0.8%	8%	False	True	804,807
60	128-010	119-240	8-090	6.9%	0-271	0.7%	8%	False	True	891,947
80	128-010	119-240	8-090	6.9%	0-275	0.7%	8%	False	True	934,448
100	128-010	119-240	8-090	6.9%	0-260	0.7%	8%	False	True	753,374
120	128-010	119-240	8-090	6.9%	0-243	0.6%	8%	False	True	627,957

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-073
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-162
2.618	123-009
1.618	122-039
1.000	121-180
0.618	121-069
HIGH	120-210
0.618	120-099
0.500	120-065
0.382	120-031
LOW	119-240
0.618	119-061
1.000	118-270
1.618	118-091
2.618	117-121
4.250	115-288

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	120-102	120-250
PP	120-083	120-207
S1	120-065	120-163

Download as Excel Spreadsheet

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

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