ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	120-192	119-267	-0-245	-0.6%	120-015
High	120-200	120-007	-0-193	-0.5%	120-290
Low	119-252	119-177	-0-075	-0.2%	119-297
Close	119-297	119-227	-0-070	-0.2%	120-097
Range	0-268	0-150	-0-118	-44.0%	0-313
ATR	0-170	0-168	-0-001	-0.8%	0-000
Volume	157,283	52,588	-104,695	-66.6%	2,547,156

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-054	120-290	119-310
R3	120-224	120-140	119-268
R2	120-074	120-074	119-254
R1	119-310	119-310	119-241	119-277
PP	119-244	119-244	119-244	119-227
S1	119-160	119-160	119-213	119-127
S2	119-094	119-094	119-200
S3	118-264	119-010	119-186
S4	118-114	118-180	119-144

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-252	120-269
R3	122-107	121-259	120-183
R2	121-114	121-114	120-154
R1	120-266	120-266	120-126	121-030
PP	120-121	120-121	120-121	120-164
S1	119-273	119-273	120-068	120-037
S2	119-128	119-128	120-040
S3	118-135	118-280	120-011
S4	117-142	117-287	119-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-257	119-177	1-080	1.0%	0-170	0.4%	13%	False	True	310,828
10	120-290	119-177	1-113	1.1%	0-168	0.4%	12%	False	True	448,550
20	122-115	119-177	2-258	2.3%	0-182	0.5%	6%	False	True	513,814
40	122-115	119-177	2-258	2.3%	0-150	0.4%	6%	False	True	470,512
60	122-115	118-297	3-138	2.9%	0-144	0.4%	23%	False	False	450,495
80	122-115	118-297	3-138	2.9%	0-145	0.4%	23%	False	False	390,619
100	122-115	117-030	5-085	4.4%	0-128	0.3%	50%	False	False	312,666

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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-004
2.618	121-080
1.618	120-250
1.000	120-157
0.618	120-100
HIGH	120-007
0.618	119-270
0.500	119-252
0.382	119-234
LOW	119-177
0.618	119-084
1.000	119-027
1.618	118-254
2.618	118-104
4.250	117-180

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	119-252	120-057
PP	119-244	120-007
S1	119-235	119-277

Download as Excel Spreadsheet

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

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