ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	119-010	118-307	-0-023	-0.1%	120-055
High	119-040	118-307	-0-053	-0.1%	120-175
Low	118-210	118-110	-0-100	-0.3%	118-110
Close	118-235	118-162	-0-073	-0.2%	118-162
Range	0-150	0-197	0-047	31.3%	2-065
ATR	0-194	0-194	0-000	0.1%	0-000
Volume	10,861	3,274	-7,587	-69.9%	67,659

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-144	120-030	118-270
R3	119-267	119-153	118-216
R2	119-070	119-070	118-198
R1	118-276	118-276	118-180	118-234
PP	118-193	118-193	118-193	118-172
S1	118-079	118-079	118-144	118-038
S2	117-316	117-316	118-126
S3	117-119	117-202	118-108
S4	116-242	117-005	118-054

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-237	124-105	119-230
R3	123-172	122-040	119-036
R2	121-107	121-107	118-291
R1	119-295	119-295	118-227	119-168
PP	119-042	119-042	119-042	118-299
S1	117-230	117-230	118-097	117-104
S2	116-297	116-297	118-033
S3	114-232	115-165	117-288
S4	112-167	113-100	117-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-175	118-110	2-065	1.9%	0-218	0.6%	7%	False	True	13,531
10	120-257	118-110	2-147	2.1%	0-208	0.5%	7%	False	True	121,685
20	121-145	118-110	3-035	2.6%	0-197	0.5%	5%	False	True	363,783
40	122-115	118-110	4-005	3.4%	0-170	0.4%	4%	False	True	420,751
60	122-115	118-110	4-005	3.4%	0-151	0.4%	4%	False	True	409,057
80	122-115	118-110	4-005	3.4%	0-156	0.4%	4%	False	True	390,990
100	122-115	117-240	4-195	3.9%	0-141	0.4%	16%	False	False	313,726

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-184
2.618	120-183
1.618	119-306
1.000	119-184
0.618	119-109
HIGH	118-307
0.618	118-232
0.500	118-208
0.382	118-185
LOW	118-110
0.618	117-308
1.000	117-233
1.618	117-111
2.618	116-234
4.250	115-233

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	118-208	118-315
PP	118-193	118-264
S1	118-178	118-213

Download as Excel Spreadsheet

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

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