ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	122-160	122-235	0-075	0.2%	123-190
High	123-150	123-120	-0-030	-0.1%	124-180
Low	122-020	122-230	0-210	0.5%	122-020
Close	122-200	123-105	0-225	0.6%	122-200
Range	1-130	0-210	-0-240	-53.3%	2-160
ATR	0-292	0-288	-0-004	-1.3%	0-000
Volume	1,299,780	752,079	-547,701	-42.1%	5,083,383

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-035	124-280	123-220
R3	124-145	124-070	123-163
R2	123-255	123-255	123-144
R1	123-180	123-180	123-124	123-218
PP	123-045	123-045	123-045	123-064
S1	122-290	122-290	123-086	123-008
S2	122-155	122-155	123-066
S3	121-265	122-080	123-047
S4	121-055	121-190	122-310

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%	51%	False	False	1,094,275
10	124-300	122-020	2-280	2.3%	0-314	0.8%	44%	False	False	714,428
20	126-260	122-020	4-240	3.9%	0-303	0.8%	27%	False	False	367,358
40	127-080	122-020	5-060	4.2%	0-252	0.6%	24%	False	False	185,834
60	127-080	122-020	5-060	4.2%	0-216	0.5%	24%	False	False	123,940
80	127-080	122-020	5-060	4.2%	0-172	0.4%	24%	False	False	92,959
100	127-080	120-070	7-010	5.7%	0-140	0.4%	44%	False	False	74,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-052
2.618	125-030
1.618	124-140
1.000	124-010
0.618	123-250
HIGH	123-120
0.618	123-040
0.500	123-015
0.382	122-310
LOW	122-230
0.618	122-100
1.000	122-020
1.618	121-210
2.618	121-000
4.250	119-298

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	123-075	123-045
PP	123-045	122-305
S1	123-015	122-245

Download as Excel Spreadsheet

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

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