ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	120-205	120-265	0-060	0.2%	122-235
High	121-080	121-045	-0-035	-0.1%	123-120
Low	120-140	119-290	-0-170	-0.4%	119-290
Close	120-245	120-070	-0-175	-0.5%	120-070
Range	0-260	1-075	0-135	51.9%	3-150
ATR	1-002	1-007	0-005	1.6%	0-000
Volume	1,240,721	817,037	-423,684	-34.1%	5,871,322

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-040	123-130	120-287
R3	122-285	122-055	120-179
R2	121-210	121-210	120-142
R1	120-300	120-300	120-106	120-218
PP	120-135	120-135	120-135	120-094
S1	119-225	119-225	120-034	119-142
S2	119-060	119-060	119-318
S3	117-305	118-150	119-281
S4	116-230	117-075	119-173

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-183	129-117	122-040
R3	128-033	125-287	121-055
R2	124-203	124-203	120-274
R1	122-137	122-137	120-172	121-255
PP	121-053	121-053	121-053	120-272
S1	118-307	118-307	119-288	118-105
S2	117-223	117-223	119-186
S3	114-073	115-157	119-085
S4	110-243	112-007	118-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-120	119-290	3-150	2.9%	1-080	1.0%	9%	False	True	1,174,264
10	124-180	119-290	4-210	3.9%	1-044	0.9%	7%	False	True	1,095,470
20	126-060	119-290	6-090	5.2%	1-019	0.9%	5%	False	True	620,397
40	127-080	119-290	7-110	6.1%	0-282	0.7%	4%	False	True	313,749
60	127-080	119-290	7-110	6.1%	0-240	0.6%	4%	False	True	209,260
80	127-080	119-290	7-110	6.1%	0-195	0.5%	4%	False	True	156,950
100	127-080	119-290	7-110	6.1%	0-158	0.4%	4%	False	True	125,560

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-124
2.618	124-119
1.618	123-044
1.000	122-120
0.618	121-289
HIGH	121-045
0.618	120-214
0.500	120-168
0.382	120-121
LOW	119-290
0.618	119-046
1.000	118-215
1.618	117-291
2.618	116-216
4.250	114-211

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	120-168	120-250
PP	120-135	120-190
S1	120-102	120-130

Download as Excel Spreadsheet

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

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