ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	120-075	120-045	-0-030	-0.1%	120-000
High	120-260	120-155	-0-105	-0.3%	120-255
Low	119-295	119-275	-0-020	-0.1%	118-170
Close	120-025	120-075	0-050	0.1%	120-080
Range	0-285	0-200	-0-085	-29.8%	2-085
ATR	1-031	1-020	-0-011	-3.1%	0-000
Volume	712,003	615,271	-96,732	-13.6%	5,267,371

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-022	121-248	120-185
R3	121-142	121-048	120-130
R2	120-262	120-262	120-112
R1	120-168	120-168	120-093	120-215
PP	120-062	120-062	120-062	120-085
S1	119-288	119-288	120-057	120-015
S2	119-182	119-182	120-038
S3	118-302	119-088	120-020
S4	118-102	118-208	119-285

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%	0-307	0.8%	75%	False	False	875,213
10	121-210	118-170	3-040	2.6%	1-050	1.0%	55%	False	False	1,026,998
20	124-300	118-170	6-130	5.3%	1-038	0.9%	27%	False	False	941,448
40	127-080	118-170	8-230	7.3%	0-314	0.8%	20%	False	False	477,947
60	127-080	118-170	8-230	7.3%	0-262	0.7%	20%	False	False	319,144
80	127-080	118-170	8-230	7.3%	0-225	0.6%	20%	False	False	239,383
100	127-080	118-170	8-230	7.3%	0-183	0.5%	20%	False	False	191,507
120	127-080	118-170	8-230	7.3%	0-154	0.4%	20%	False	False	159,590

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-090
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	123-045
2.618	122-039
1.618	121-159
1.000	121-035
0.618	120-279
HIGH	120-155
0.618	120-079
0.500	120-055
0.382	120-031
LOW	119-275
0.618	119-151
1.000	119-075
1.618	118-271
2.618	118-071
4.250	117-065

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	120-068	120-062
PP	120-062	120-048
S1	120-055	120-035

Download as Excel Spreadsheet

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

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