ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	119-247	120-055	0-128	0.3%	120-090
High	120-145	120-175	0-030	0.1%	120-257
Low	119-157	120-055	0-218	0.6%	119-157
Close	120-012	120-162	0-150	0.4%	120-012
Range	0-308	0-120	-0-188	-61.0%	1-100
ATR	0-178	0-177	-0-001	-0.6%	0-000
Volume	38,698	20,775	-17,923	-46.3%	1,149,198

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-171	121-126	120-228
R3	121-051	121-006	120-195
R2	120-251	120-251	120-184
R1	120-206	120-206	120-173	120-228
PP	120-131	120-131	120-131	120-142
S1	120-086	120-086	120-151	120-108
S2	120-011	120-011	120-140
S3	119-211	119-286	120-129
S4	119-091	119-166	120-096

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%	0-196	0.5%	77%	False	False	110,458
10	120-290	119-157	1-133	1.2%	0-186	0.5%	72%	False	False	371,712
20	122-020	119-157	2-183	2.1%	0-190	0.5%	39%	False	False	457,606
40	122-115	119-157	2-278	2.4%	0-155	0.4%	35%	False	False	451,562
60	122-115	118-297	3-138	2.8%	0-145	0.4%	46%	False	False	436,459
80	122-115	118-297	3-138	2.8%	0-148	0.4%	46%	False	False	391,143
100	122-115	117-240	4-195	3.8%	0-131	0.3%	60%	False	False	313,260

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	122-045
2.618	121-169
1.618	121-049
1.000	120-295
0.618	120-249
HIGH	120-175
0.618	120-129
0.500	120-115
0.382	120-101
LOW	120-055
0.618	119-301
1.000	119-255
1.618	119-181
2.618	119-061
4.250	118-185

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	120-146	120-110
PP	120-131	120-058
S1	120-115	120-006

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

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