ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	123-100	121-195	-1-225	-1.4%	123-190
High	123-100	121-210	-1-210	-1.3%	124-180
Low	121-095	120-040	-1-055	-1.0%	122-020
Close	121-125	120-255	-0-190	-0.5%	122-200
Range	2-005	1-170	-0-155	-24.0%	2-160
ATR	0-314	1-007	0-013	4.0%	0-000
Volume	1,443,907	1,617,578	173,671	12.0%	5,083,383

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-145	124-210	121-204
R3	123-295	123-040	121-070
R2	122-125	122-125	121-025
R1	121-190	121-190	120-300	121-072
PP	120-275	120-275	120-275	120-216
S1	120-020	120-020	120-210	119-222
S2	119-105	119-105	120-165
S3	117-255	118-170	120-120
S4	116-085	117-000	119-306

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	123-150	120-040	3-110	2.8%	1-087	1.1%	20%	False	True	1,330,584
10	124-200	120-040	4-160	3.7%	1-048	1.0%	15%	False	True	1,004,883
20	126-110	120-040	6-070	5.1%	1-014	0.9%	11%	False	True	518,843
40	127-080	120-040	7-040	5.9%	0-275	0.7%	9%	False	True	262,358
60	127-080	120-040	7-040	5.9%	0-234	0.6%	9%	False	True	174,964
80	127-080	120-040	7-040	5.9%	0-187	0.5%	9%	False	True	131,228
100	127-080	120-040	7-040	5.9%	0-151	0.4%	9%	False	True	104,983

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-052
2.618	125-213
1.618	124-043
1.000	123-060
0.618	122-193
HIGH	121-210
0.618	121-023
0.500	120-285
0.382	120-227
LOW	120-040
0.618	119-057
1.000	118-190
1.618	117-207
2.618	116-037
4.250	113-198

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	120-285	121-240
PP	120-275	121-138
S1	120-265	121-037

Download as Excel Spreadsheet

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

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