ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	121-227	121-240	0-013	0.0%	121-207
High	121-277	121-247	-0-030	-0.1%	121-252
Low	121-192	121-182	-0-010	0.0%	121-060
Close	121-250	121-210	-0-040	-0.1%	121-105
Range	0-085	0-065	-0-020	-23.5%	0-192
ATR	0-119	0-115	-0-004	-3.1%	0-000
Volume	357,731	391,464	33,733	9.4%	1,817,349

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-088	122-054	121-246
R3	122-023	121-309	121-228
R2	121-278	121-278	121-222
R1	121-244	121-244	121-216	121-228
PP	121-213	121-213	121-213	121-205
S1	121-179	121-179	121-204	121-164
S2	121-148	121-148	121-198
S3	121-083	121-114	121-192
S4	121-018	121-049	121-174

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-075	122-282	121-211
R3	122-203	122-090	121-158
R2	122-011	122-011	121-140
R1	121-218	121-218	121-123	121-178
PP	121-139	121-139	121-139	121-119
S1	121-026	121-026	121-087	120-306
S2	120-267	120-267	121-070
S3	120-075	120-154	121-052
S4	119-203	119-282	120-319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-277	121-080	0-197	0.5%	0-108	0.3%	66%	False	False	417,892
10	121-277	121-060	0-217	0.6%	0-107	0.3%	69%	False	False	382,081
20	121-277	120-097	1-180	1.3%	0-107	0.3%	87%	False	False	390,739
40	121-277	118-297	2-300	2.4%	0-135	0.3%	93%	False	False	405,528
60	121-277	118-130	3-147	2.8%	0-124	0.3%	94%	False	False	277,150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-203
2.618	122-097
1.618	122-032
1.000	121-312
0.618	121-287
HIGH	121-247
0.618	121-222
0.500	121-214
0.382	121-207
LOW	121-182
0.618	121-142
1.000	121-117
1.618	121-077
2.618	121-012
4.250	120-226

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	121-214	121-210
PP	121-213	121-210
S1	121-212	121-210

Download as Excel Spreadsheet

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

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