ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	120-090	120-270	0-180	0.5%	121-055
High	120-210	121-155	0-265	0.7%	121-260
Low	119-240	120-220	0-300	0.8%	119-240
Close	120-120	121-130	1-010	0.9%	121-130
Range	0-290	0-255	-0-035	-12.1%	2-020
ATR	1-019	1-020	0-001	0.3%	0-000
Volume	3,404	3,005	-399	-11.7%	40,849

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-187	123-093	121-270
R3	122-252	122-158	121-200
R2	121-317	121-317	121-177
R1	121-223	121-223	121-153	121-270
PP	121-062	121-062	121-062	121-085
S1	120-288	120-288	121-107	121-015
S2	120-127	120-127	121-083
S3	119-192	120-033	121-060
S4	118-257	119-098	120-310

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-057	126-113	122-173
R3	125-037	124-093	121-312
R2	123-017	123-017	121-251
R1	122-073	122-073	121-190	122-205
PP	120-317	120-317	120-317	121-062
S1	120-053	120-053	121-070	120-185
S2	118-297	118-297	121-009
S3	116-277	118-033	120-268
S4	114-257	116-013	120-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-260	119-240	2-020	1.7%	1-052	1.0%	80%	False	False	8,169
10	124-120	119-240	4-200	3.8%	1-050	1.0%	36%	False	False	17,845
20	125-275	119-240	6-035	5.0%	1-014	0.9%	27%	False	False	390,296
40	128-010	119-240	8-090	6.8%	0-303	0.8%	20%	False	False	779,945
60	128-010	119-240	8-090	6.8%	0-271	0.7%	20%	False	False	872,875
80	128-010	119-240	8-090	6.8%	0-274	0.7%	20%	False	False	930,537
100	128-010	119-240	8-090	6.8%	0-260	0.7%	20%	False	False	753,394
120	128-010	119-240	8-090	6.8%	0-243	0.6%	20%	False	False	627,982

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	0-065
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-279
2.618	123-183
1.618	122-248
1.000	122-090
0.618	121-313
HIGH	121-155
0.618	121-058
0.500	121-028
0.382	120-317
LOW	120-220
0.618	120-062
1.000	119-285
1.618	119-127
2.618	118-192
4.250	117-096

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	121-096	121-046
PP	121-062	120-282
S1	121-028	120-198

Download as Excel Spreadsheet

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

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