ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	119-285	119-160	-0-125	-0.3%	120-075
High	120-015	120-030	0-015	0.0%	120-260
Low	119-145	119-000	-0-145	-0.4%	119-145
Close	119-190	119-300	0-110	0.3%	119-190
Range	0-190	1-030	0-160	84.2%	1-115
ATR	1-001	1-003	0-002	0.7%	0-000
Volume	315,834	335,613	19,779	6.3%	2,121,950

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-307	122-173	120-172
R3	121-277	121-143	120-076
R2	120-247	120-247	120-044
R1	120-113	120-113	120-012	120-180
PP	119-217	119-217	119-217	119-250
S1	119-083	119-083	119-268	119-150
S2	118-187	118-187	119-236
S3	117-157	118-053	119-204
S4	116-127	117-023	119-108

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-010	123-055	120-109
R3	122-215	121-260	119-310
R2	121-100	121-100	119-270
R1	120-145	120-145	119-230	120-065
PP	119-305	119-305	119-305	119-265
S1	119-030	119-030	119-150	118-270
S2	118-190	118-190	119-110
S3	117-075	117-235	119-070
S4	115-280	116-120	118-271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-260	119-000	1-260	1.5%	0-246	0.6%	52%	False	True	491,512
10	120-260	118-170	2-090	1.9%	1-010	0.9%	62%	False	False	772,493
20	124-180	118-170	6-010	5.0%	1-027	0.9%	23%	False	False	933,981
40	127-080	118-170	8-230	7.3%	0-314	0.8%	16%	False	False	505,999
60	127-080	118-170	8-230	7.3%	0-266	0.7%	16%	False	False	337,974
80	127-080	118-170	8-230	7.3%	0-235	0.6%	16%	False	False	253,511
100	127-080	118-170	8-230	7.3%	0-191	0.5%	16%	False	False	202,809
120	127-080	118-170	8-230	7.3%	0-160	0.4%	16%	False	False	169,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-094
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-238
2.618	122-306
1.618	121-276
1.000	121-060
0.618	120-246
HIGH	120-030
0.618	119-216
0.500	119-175
0.382	119-134
LOW	119-000
0.618	118-104
1.000	117-290
1.618	117-074
2.618	116-044
4.250	114-112

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	119-258	119-277
PP	119-217	119-253
S1	119-175	119-230

Download as Excel Spreadsheet

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

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