ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	122-250	122-160	-0-090	-0.2%	123-190
High	123-000	123-150	0-150	0.4%	124-180
Low	122-080	122-020	-0-060	-0.2%	122-020
Close	122-140	122-200	0-060	0.2%	122-200
Range	0-240	1-130	0-210	87.5%	2-160
ATR	0-280	0-292	0-012	4.4%	0-000
Volume	1,539,578	1,299,780	-239,798	-15.6%	5,083,383

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-300	126-060	123-128
R3	125-170	124-250	123-004
R2	124-040	124-040	122-282
R1	123-120	123-120	122-241	123-240
PP	122-230	122-230	122-230	122-290
S1	121-310	121-310	122-159	122-110
S2	121-100	121-100	122-118
S3	119-290	120-180	122-076
S4	118-160	119-050	121-272

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-187	129-033	124-000
R3	128-027	126-193	123-100
R2	125-187	125-187	123-027
R1	124-033	124-033	122-273	123-190
PP	123-027	123-027	123-027	122-265
S1	121-193	121-193	122-127	121-030
S2	120-187	120-187	122-053
S3	118-027	119-033	121-300
S4	115-187	116-193	121-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-180	122-020	2-160	2.0%	1-008	0.8%	23%	False	True	1,016,676
10	124-300	122-020	2-280	2.3%	0-309	0.8%	20%	False	True	644,772
20	127-020	122-020	5-000	4.1%	0-310	0.8%	11%	False	True	330,989
40	127-080	122-020	5-060	4.2%	0-252	0.6%	11%	False	True	167,037
60	127-080	122-020	5-060	4.2%	0-214	0.5%	11%	False	True	111,405
80	127-080	122-020	5-060	4.2%	0-170	0.4%	11%	False	True	83,558
100	127-080	120-070	7-010	5.7%	0-138	0.4%	34%	False	False	66,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-142
2.618	127-048
1.618	125-238
1.000	124-280
0.618	124-108
HIGH	123-150
0.618	122-298
0.500	122-245
0.382	122-192
LOW	122-020
0.618	121-062
1.000	120-210
1.618	119-252
2.618	118-122
4.250	116-028

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	122-245	123-035
PP	122-230	122-303
S1	122-215	122-252

Download as Excel Spreadsheet

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

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