ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	123-290	124-020	0-050	0.1%	123-130
High	124-180	124-050	-0-130	-0.3%	124-300
Low	123-270	122-180	-1-090	-1.0%	123-040
Close	124-040	122-270	-1-090	-1.0%	123-210
Range	0-230	1-190	0-280	121.7%	1-260
ATR	0-265	0-283	0-017	6.6%	0-000
Volume	736,336	1,143,602	407,266	55.3%	1,308,824

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-310	127-000	123-230
R3	126-120	125-130	123-090
R2	124-250	124-250	123-044
R1	123-260	123-260	122-317	123-160
PP	123-060	123-060	123-060	123-010
S1	122-070	122-070	122-223	121-290
S2	121-190	121-190	122-176
S3	120-000	120-200	122-130
S4	118-130	119-010	121-310

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	124-200	122-180	2-020	1.7%	1-010	0.8%	14%	False	True	679,182
10	124-300	122-180	2-120	1.9%	0-286	0.7%	12%	False	True	366,224
20	127-080	122-180	4-220	3.8%	0-308	0.8%	6%	False	True	189,764
40	127-080	122-180	4-220	3.8%	0-242	0.6%	6%	False	True	96,058
60	127-080	122-100	4-300	4.0%	0-206	0.5%	11%	False	False	64,088
80	127-080	122-100	4-300	4.0%	0-161	0.4%	11%	False	False	48,067
100	127-080	119-060	8-020	6.6%	0-131	0.3%	45%	False	False	38,454

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	0-051
Widest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	130-298
2.618	128-105
1.618	126-235
1.000	125-240
0.618	125-045
HIGH	124-050
0.618	123-175
0.500	123-115
0.382	123-055
LOW	122-180
0.618	121-185
1.000	120-310
1.618	119-315
2.618	118-125
4.250	115-252

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	123-115	123-180
PP	123-060	123-103
S1	123-005	123-027

Download as Excel Spreadsheet

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

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