ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	123-190	123-290	0-100	0.3%	123-130
High	124-010	124-180	0-170	0.4%	124-300
Low	123-120	123-270	0-150	0.4%	123-040
Close	123-300	124-040	0-060	0.2%	123-210
Range	0-210	0-230	0-020	9.5%	1-260
ATR	0-268	0-265	-0-003	-1.0%	0-000
Volume	364,087	736,336	372,249	102.2%	1,308,824

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-107	125-303	124-166
R3	125-197	125-073	124-103
R2	124-287	124-287	124-082
R1	124-163	124-163	124-061	124-225
PP	124-057	124-057	124-057	124-088
S1	123-253	123-253	124-019	123-315
S2	123-147	123-147	123-318
S3	122-237	123-023	123-297
S4	122-007	122-113	123-234

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-110	128-100	124-209
R3	127-170	126-160	124-050
R2	125-230	125-230	123-316
R1	124-220	124-220	123-263	125-065
PP	123-290	123-290	123-290	124-052
S1	122-280	122-280	123-157	123-125
S2	122-030	122-030	123-104
S3	120-090	121-020	123-050
S4	118-150	119-080	122-211

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-300	123-040	1-260	1.5%	0-278	0.7%	55%	False	False	476,009
10	124-300	123-020	1-280	1.5%	0-262	0.7%	57%	False	False	253,065
20	127-080	123-020	4-060	3.4%	0-287	0.7%	25%	False	False	132,729
40	127-080	123-020	4-060	3.4%	0-232	0.6%	25%	False	False	67,471
60	127-080	122-100	4-300	4.0%	0-198	0.5%	37%	False	False	45,028
80	127-080	122-100	4-300	4.0%	0-155	0.4%	37%	False	False	33,772
100	127-080	119-060	8-020	6.5%	0-127	0.3%	61%	False	False	27,018

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	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-198
2.618	126-142
1.618	125-232
1.000	125-090
0.618	125-002
HIGH	124-180
0.618	124-092
0.500	124-065
0.382	124-038
LOW	123-270
0.618	123-128
1.000	123-040
1.618	122-218
2.618	121-308
4.250	120-252

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	124-065	124-010
PP	124-057	123-300
S1	124-048	123-270

Download as Excel Spreadsheet

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

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