ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	120-000	119-000	-1-000	-0.8%	120-075
High	120-120	120-115	-0-005	0.0%	120-260
Low	118-285	118-305	0-020	0.1%	119-145
Close	119-010	120-080	1-070	1.0%	119-190
Range	1-155	1-130	-0-025	-5.3%	1-115
ATR	1-014	1-022	0-008	2.5%	0-000
Volume	434,835	547,783	112,948	26.0%	2,121,950

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-023	123-182	121-008
R3	122-213	122-052	120-204
R2	121-083	121-083	120-162
R1	120-242	120-242	120-121	121-002
PP	119-273	119-273	119-273	119-314
S1	119-112	119-112	120-039	119-192
S2	118-143	118-143	119-318
S3	117-013	117-302	119-276
S4	115-203	116-172	119-152

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	120-140	118-285	1-175	1.3%	1-014	0.9%	88%	False	False	422,581
10	120-260	118-170	2-090	1.9%	1-000	0.8%	75%	False	False	648,897
20	124-050	118-170	5-200	4.7%	1-052	1.0%	31%	False	False	928,091
40	127-080	118-170	8-230	7.3%	1-009	0.9%	20%	False	False	530,410
60	127-080	118-170	8-230	7.3%	0-278	0.7%	20%	False	False	354,344
80	127-080	118-170	8-230	7.3%	0-242	0.6%	20%	False	False	265,794
100	127-080	118-170	8-230	7.3%	0-198	0.5%	20%	False	False	212,635
120	127-080	118-170	8-230	7.3%	0-168	0.4%	20%	False	False	177,197

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-085
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-108
2.618	124-013
1.618	122-203
1.000	121-245
0.618	121-073
HIGH	120-115
0.618	119-263
0.500	119-210
0.382	119-157
LOW	118-305
0.618	118-027
1.000	117-175
1.618	116-217
2.618	115-087
4.250	112-312

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	120-017	120-014
PP	119-273	119-268
S1	119-210	119-202

Download as Excel Spreadsheet

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

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