ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	124-060	124-130	0-070	0.2%	124-310
High	124-300	124-200	-0-100	-0.3%	124-310
Low	124-050	123-070	-0-300	-0.8%	123-020
Close	124-170	123-110	-1-060	-1.0%	123-170
Range	0-250	1-130	0-200	80.0%	1-290
ATR	0-261	0-274	0-014	5.2%	0-000
Volume	127,738	460,723	332,985	260.7%	143,079

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-303	127-017	124-038
R3	126-173	125-207	123-234
R2	125-043	125-043	123-192
R1	124-077	124-077	123-151	123-315
PP	123-233	123-233	123-233	123-192
S1	122-267	122-267	123-069	122-185
S2	122-103	122-103	123-028
S3	120-293	121-137	122-306
S4	119-163	120-007	122-182

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	124-300	123-020	1-280	1.5%	0-290	0.7%	15%	False	False	140,136
10	126-110	123-020	3-090	2.7%	0-314	0.8%	9%	False	False	77,765
20	127-080	123-020	4-060	3.4%	0-283	0.7%	7%	False	False	43,711
40	127-080	123-020	4-060	3.4%	0-226	0.6%	7%	False	False	22,694
60	127-080	122-100	4-300	4.0%	0-193	0.5%	21%	False	False	15,169
80	127-080	121-190	5-210	4.6%	0-148	0.4%	31%	False	False	11,377
100	127-080	119-060	8-020	6.5%	0-120	0.3%	52%	False	False	9,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	130-192
2.618	128-098
1.618	126-288
1.000	126-010
0.618	125-158
HIGH	124-200
0.618	124-028
0.500	123-295
0.382	123-242
LOW	123-070
0.618	122-112
1.000	121-260
1.618	120-302
2.618	119-172
4.250	117-078

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	123-295	124-025
PP	123-233	123-267
S1	123-172	123-188

Download as Excel Spreadsheet

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

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