ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	119-160	120-000	0-160	0.4%	120-075
High	120-030	120-120	0-090	0.2%	120-260
Low	119-000	118-285	-0-035	-0.1%	119-145
Close	119-300	119-010	-0-290	-0.8%	119-190
Range	1-030	1-155	0-125	35.7%	1-115
ATR	1-003	1-014	0-011	3.4%	0-000
Volume	335,613	434,835	99,222	29.6%	2,121,950

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-283	122-302	119-271
R3	122-128	121-147	119-141
R2	120-293	120-293	119-097
R1	119-312	119-312	119-054	119-225
PP	119-138	119-138	119-138	119-095
S1	118-157	118-157	118-286	118-070
S2	117-303	117-303	118-243
S3	116-148	117-002	118-199
S4	114-313	115-167	118-069

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	120-155	118-285	1-190	1.3%	0-284	0.7%	9%	False	True	436,079
10	120-260	118-170	2-090	1.9%	1-012	0.9%	22%	False	False	717,637
20	124-180	118-170	6-010	5.1%	1-040	0.9%	8%	False	False	937,519
40	127-080	118-170	8-230	7.3%	1-002	0.8%	6%	False	False	516,797
60	127-080	118-170	8-230	7.3%	0-272	0.7%	6%	False	False	345,215
80	127-080	118-170	8-230	7.3%	0-240	0.6%	6%	False	False	258,947
100	127-080	118-170	8-230	7.3%	0-194	0.5%	6%	False	False	207,158
120	127-080	118-170	8-230	7.3%	0-164	0.4%	6%	False	False	172,632

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	0-086
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-219
2.618	124-084
1.618	122-249
1.000	121-275
0.618	121-094
HIGH	120-120
0.618	119-259
0.500	119-202
0.382	119-146
LOW	118-285
0.618	117-311
1.000	117-130
1.618	116-156
2.618	115-001
4.250	112-186

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	119-202	119-202
PP	119-138	119-138
S1	119-074	119-074

Download as Excel Spreadsheet

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

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