ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	120-045	120-125	0-080	0.2%	120-000
High	120-155	120-140	-0-015	0.0%	120-255
Low	119-275	119-255	-0-020	-0.1%	118-170
Close	120-075	120-000	-0-075	-0.2%	120-080
Range	0-200	0-205	0-005	2.5%	2-085
ATR	1-020	1-011	-0-010	-2.8%	0-000
Volume	615,271	478,842	-136,429	-22.2%	5,267,371

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-205	120-113
R3	121-115	121-000	120-056
R2	120-230	120-230	120-038
R1	120-115	120-115	120-019	120-070
PP	120-025	120-025	120-025	120-002
S1	119-230	119-230	119-301	119-185
S2	119-140	119-140	119-282
S3	118-255	119-025	119-264
S4	118-050	118-140	119-207

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%	0-270	0.7%	64%	False	False	734,950
10	121-080	118-170	2-230	2.3%	1-022	0.9%	54%	False	False	913,124
20	124-200	118-170	6-030	5.1%	1-035	0.9%	24%	False	False	959,003
40	127-080	118-170	8-230	7.3%	0-313	0.8%	17%	False	False	489,891
60	127-080	118-170	8-230	7.3%	0-262	0.7%	17%	False	False	327,123
80	127-080	118-170	8-230	7.3%	0-228	0.6%	17%	False	False	245,368
100	127-080	118-170	8-230	7.3%	0-185	0.5%	17%	False	False	196,295
120	127-080	118-170	8-230	7.3%	0-156	0.4%	17%	False	False	163,580

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-090
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-051
2.618	122-037
1.618	121-152
1.000	121-025
0.618	120-267
HIGH	120-140
0.618	120-062
0.500	120-038
0.382	120-013
LOW	119-255
0.618	119-128
1.000	119-050
1.618	118-243
2.618	118-038
4.250	117-024

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	120-038	120-098
PP	120-025	120-065
S1	120-012	120-032

Download as Excel Spreadsheet

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

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