ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	118-307	118-137	-0-170	-0.4%	120-055
High	118-307	118-272	-0-035	-0.1%	120-175
Low	118-110	118-005	-0-105	-0.3%	118-110
Close	118-162	118-257	0-095	0.3%	118-162
Range	0-197	0-267	0-070	35.5%	2-065
ATR	0-194	0-200	0-005	2.7%	0-000
Volume	3,274	5,107	1,833	56.0%	67,659

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-019	120-245	119-084
R3	120-072	119-298	119-010
R2	119-125	119-125	118-306
R1	119-031	119-031	118-281	119-078
PP	118-178	118-178	118-178	118-202
S1	118-084	118-084	118-233	118-131
S2	117-231	117-231	118-208
S3	116-284	117-137	118-184
S4	116-017	116-190	118-110

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	120-135	118-005	2-130	2.0%	0-247	0.7%	33%	False	True	10,398
10	120-257	118-005	2-252	2.3%	0-222	0.6%	28%	False	True	60,428
20	120-290	118-005	2-285	2.4%	0-196	0.5%	27%	False	True	331,535
40	122-115	118-005	4-110	3.7%	0-173	0.5%	18%	False	True	407,428
60	122-115	118-005	4-110	3.7%	0-152	0.4%	18%	False	True	403,084
80	122-115	118-005	4-110	3.7%	0-157	0.4%	18%	False	True	390,816
100	122-115	117-240	4-195	3.9%	0-143	0.4%	23%	False	False	313,776

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	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-127
2.618	121-011
1.618	120-064
1.000	119-219
0.618	119-117
HIGH	118-272
0.618	118-170
0.500	118-138
0.382	118-107
LOW	118-005
0.618	117-160
1.000	117-058
1.618	116-213
2.618	115-266
4.250	114-150

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	118-218	118-232
PP	118-178	118-207
S1	118-138	118-182

Download as Excel Spreadsheet

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

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