ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	118-280	118-017	-0-263	-0.7%	120-055
High	118-280	118-130	-0-150	-0.4%	120-175
Low	118-005	117-272	-0-053	-0.1%	118-110
Close	118-045	117-305	-0-060	-0.2%	118-162
Range	0-275	0-178	-0-097	-35.3%	2-065
ATR	0-205	0-203	-0-002	-0.9%	0-000
Volume	3,095	2,820	-275	-8.9%	67,659

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-236	119-129	118-083
R3	119-058	118-271	118-034
R2	118-200	118-200	118-018
R1	118-093	118-093	118-001	118-058
PP	118-022	118-022	118-022	118-005
S1	117-235	117-235	117-289	117-200
S2	117-164	117-164	117-272
S3	116-306	117-057	117-256
S4	116-128	116-199	117-207

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	119-040	117-272	1-088	1.1%	0-213	0.6%	8%	False	True	5,031
10	120-175	117-272	2-223	2.3%	0-227	0.6%	4%	False	True	16,996
20	120-290	117-272	3-018	2.6%	0-197	0.5%	3%	False	True	255,594
40	122-115	117-272	4-163	3.8%	0-178	0.5%	2%	False	True	387,520
60	122-115	117-272	4-163	3.8%	0-155	0.4%	2%	False	True	390,879
80	122-115	117-272	4-163	3.8%	0-159	0.4%	2%	False	True	389,437
100	122-115	117-240	4-195	3.9%	0-147	0.4%	4%	False	False	313,822

Crabel Price Patterns
NR	True
NR4	True
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	0-039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-246
2.618	119-276
1.618	119-098
1.000	118-308
0.618	118-240
HIGH	118-130
0.618	118-062
0.500	118-041
0.382	118-020
LOW	117-272
0.618	117-162
1.000	117-094
1.618	116-304
2.618	116-126
4.250	115-156

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	118-041	118-116
PP	118-022	118-072
S1	118-004	118-029

Download as Excel Spreadsheet

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

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