ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	120-135	119-190	-0-265	-0.7%	120-090
High	120-135	119-200	-0-255	-0.7%	120-257
Low	119-140	118-212	-0-248	-0.6%	119-157
Close	119-150	118-307	-0-163	-0.4%	120-012
Range	0-315	0-308	-0-007	-2.2%	1-100
ATR	0-189	0-198	0-008	4.5%	0-000
Volume	22,693	10,056	-12,637	-55.7%	1,149,198

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-310	121-137	119-156
R3	121-002	120-149	119-072
R2	120-014	120-014	119-043
R1	119-161	119-161	119-015	119-094
PP	119-026	119-026	119-026	118-313
S1	118-173	118-173	118-279	118-106
S2	118-038	118-038	118-251
S3	117-050	117-185	118-222
S4	116-062	116-197	118-138

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	120-175	118-212	1-283	1.6%	0-240	0.6%	16%	False	True	28,962
10	120-257	118-212	2-045	1.8%	0-215	0.6%	14%	False	True	251,167
20	121-192	118-212	2-300	2.5%	0-202	0.5%	10%	False	True	409,690
40	122-115	118-212	3-223	3.1%	0-167	0.4%	8%	False	True	443,330
60	122-115	118-212	3-223	3.1%	0-149	0.4%	8%	False	True	424,160
80	122-115	118-212	3-223	3.1%	0-154	0.4%	8%	False	True	391,276
100	122-115	117-240	4-195	3.9%	0-137	0.4%	26%	False	False	313,587

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-229
2.618	122-046
1.618	121-058
1.000	120-188
0.618	120-070
HIGH	119-200
0.618	119-082
0.500	119-046
0.382	119-010
LOW	118-212
0.618	118-022
1.000	117-224
1.618	117-034
2.618	116-046
4.250	114-183

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	119-046	119-194
PP	119-026	119-125
S1	119-007	119-056

Download as Excel Spreadsheet

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

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