ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	119-267	119-247	-0-020	-0.1%	120-090
High	120-007	120-145	0-138	0.4%	120-257
Low	119-177	119-157	-0-020	-0.1%	119-157
Close	119-227	120-012	0-105	0.3%	120-012
Range	0-150	0-308	0-158	105.3%	1-100
ATR	0-168	0-178	0-010	5.9%	0-000
Volume	52,588	38,698	-13,890	-26.4%	1,149,198

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-282	122-135	120-181
R3	121-294	121-147	120-097
R2	120-306	120-306	120-068
R1	120-159	120-159	120-040	120-232
PP	119-318	119-318	119-318	120-035
S1	119-171	119-171	119-304	119-244
S2	119-010	119-010	119-276
S3	118-022	118-183	119-247
S4	117-034	117-195	119-163

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-015	123-114	120-243
R3	122-235	122-014	120-128
R2	121-135	121-135	120-089
R1	120-234	120-234	120-050	120-134
PP	120-035	120-035	120-035	119-306
S1	119-134	119-134	119-294	119-034
S2	118-255	118-255	119-255
S3	117-155	118-034	119-216
S4	116-055	116-254	119-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-257	119-157	1-100	1.1%	0-198	0.5%	42%	False	True	229,839
10	120-290	119-157	1-133	1.2%	0-184	0.5%	39%	False	True	401,371
20	122-085	119-157	2-248	2.3%	0-191	0.5%	20%	False	True	483,749
40	122-115	119-157	2-278	2.4%	0-156	0.4%	19%	False	True	462,343
60	122-115	118-297	3-138	2.9%	0-145	0.4%	32%	False	False	442,564
80	122-115	118-297	3-138	2.9%	0-148	0.4%	32%	False	False	390,998
100	122-115	117-200	4-235	3.9%	0-131	0.3%	51%	False	False	313,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	124-174
2.618	122-311
1.618	122-003
1.000	121-133
0.618	121-015
HIGH	120-145
0.618	120-027
0.500	119-311
0.382	119-275
LOW	119-157
0.618	118-287
1.000	118-169
1.618	117-299
2.618	116-311
4.250	115-128

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	120-005	120-018
PP	119-318	120-016
S1	119-311	120-014

Download as Excel Spreadsheet

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

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