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

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

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