ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	119-185	120-075	0-210	0.5%	120-000
High	120-135	120-260	0-125	0.3%	120-255
Low	119-130	119-295	0-165	0.4%	118-170
Close	120-080	120-025	-0-055	-0.1%	120-080
Range	1-005	0-285	-0-040	-12.3%	2-085
ATR	1-036	1-031	-0-005	-1.4%	0-000
Volume	771,877	712,003	-59,874	-7.8%	5,267,371

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-302	122-128	120-182
R3	122-017	121-163	120-103
R2	121-052	121-052	120-077
R1	120-198	120-198	120-051	120-142
PP	120-087	120-087	120-087	120-059
S1	119-233	119-233	119-319	119-178
S2	119-122	119-122	119-293
S3	118-157	118-268	119-267
S4	117-192	117-303	119-188

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-210	125-230	121-159
R3	124-125	123-145	120-279
R2	122-040	122-040	120-213
R1	121-060	121-060	120-146	121-210
PP	119-275	119-275	119-275	120-030
S1	118-295	118-295	120-014	119-125
S2	117-190	117-190	119-267
S3	115-105	116-210	119-201
S4	113-020	114-125	119-001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-260	118-170	2-090	1.9%	1-059	1.0%	68%	True	False	999,196
10	123-100	118-170	4-250	4.0%	1-095	1.1%	32%	False	False	1,109,861
20	124-300	118-170	6-130	5.3%	1-044	0.9%	24%	False	False	912,145
40	127-080	118-170	8-230	7.3%	0-314	0.8%	18%	False	False	462,615
60	127-080	118-170	8-230	7.3%	0-263	0.7%	18%	False	False	308,909
80	127-080	118-170	8-230	7.3%	0-224	0.6%	18%	False	False	231,692
100	127-080	118-170	8-230	7.3%	0-181	0.5%	18%	False	False	185,354
120	127-080	118-170	8-230	7.3%	0-152	0.4%	18%	False	False	154,463

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-081
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-191
2.618	123-046
1.618	122-081
1.000	121-225
0.618	121-116
HIGH	120-260
0.618	120-151
0.500	120-118
0.382	120-084
LOW	119-295
0.618	119-119
1.000	119-010
1.618	118-154
2.618	117-189
4.250	116-044

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	120-118	119-302
PP	120-087	119-258
S1	120-056	119-215

Download as Excel Spreadsheet

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

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