ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	123-160	123-130	-0-030	-0.1%	124-310
High	123-260	124-090	0-150	0.4%	124-310
Low	123-100	123-070	-0-030	-0.1%	123-020
Close	123-170	124-060	0-210	0.5%	123-170
Range	0-160	1-020	0-180	112.5%	1-290
ATR	0-255	0-261	0-006	2.4%	0-000
Volume	55,516	29,199	-26,317	-47.4%	143,079

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-027	126-223	124-247
R3	126-007	125-203	124-154
R2	124-307	124-307	124-122
R1	124-183	124-183	124-091	124-245
PP	123-287	123-287	123-287	123-318
S1	123-163	123-163	124-029	123-225
S2	122-267	122-267	123-318
S3	121-247	122-143	123-286
S4	120-227	121-123	123-193

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-183	128-147	124-186
R3	127-213	126-177	124-018
R2	125-243	125-243	123-282
R1	124-207	124-207	123-226	124-080
PP	123-273	123-273	123-273	123-210
S1	122-237	122-237	123-114	122-110
S2	121-303	121-303	123-058
S3	120-013	120-267	123-002
S4	118-043	118-297	122-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-110	123-020	1-090	1.0%	0-246	0.6%	88%	False	False	30,121
10	126-260	123-020	3-240	3.0%	0-316	0.8%	30%	False	False	20,737
20	127-080	123-020	4-060	3.4%	0-271	0.7%	27%	False	False	14,446
40	127-080	123-020	4-060	3.4%	0-215	0.5%	27%	False	False	7,992
60	127-080	122-100	4-300	4.0%	0-181	0.5%	38%	False	False	5,361
80	127-080	121-110	5-290	4.8%	0-140	0.4%	48%	False	False	4,021
100	127-080	119-060	8-020	6.5%	0-113	0.3%	62%	False	False	3,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-067
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-255
2.618	127-020
1.618	126-000
1.000	125-110
0.618	124-300
HIGH	124-090
0.618	123-280
0.500	123-240
0.382	123-200
LOW	123-070
0.618	122-180
1.000	122-050
1.618	121-160
2.618	120-140
4.250	118-225

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	124-013	124-005
PP	123-287	123-270
S1	123-240	123-215

Download as Excel Spreadsheet

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

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