ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	120-040	120-000	-0-040	-0.1%	119-160
High	120-090	120-155	0-065	0.2%	120-155
Low	119-185	119-300	0-115	0.3%	118-285
Close	119-315	120-140	0-145	0.4%	120-140
Range	0-225	0-175	-0-050	-22.2%	1-190
ATR	1-014	1-002	-0-011	-3.4%	0-000
Volume	433,207	183,523	-249,684	-57.6%	1,934,961

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-297	121-233	120-236
R3	121-122	121-058	120-188
R2	120-267	120-267	120-172
R1	120-203	120-203	120-156	120-235
PP	120-092	120-092	120-092	120-108
S1	120-028	120-028	120-124	120-060
S2	119-237	119-237	120-108
S3	119-062	119-173	120-092
S4	118-207	118-318	120-044

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-230	124-055	121-100
R3	123-040	122-185	120-280
R2	121-170	121-170	120-234
R1	120-315	120-315	120-187	121-082
PP	119-300	119-300	119-300	120-024
S1	119-125	119-125	120-093	119-212
S2	118-110	118-110	120-046
S3	116-240	117-255	120-000
S4	115-050	116-065	119-180

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%	1-015	0.9%	97%	True	False	386,992
10	120-260	118-285	1-295	1.6%	0-288	0.7%	80%	False	False	482,878
20	123-150	118-170	4-300	4.1%	1-034	0.9%	39%	False	False	824,769
40	127-080	118-170	8-230	7.2%	1-009	0.9%	22%	False	False	545,681
60	127-080	118-170	8-230	7.2%	0-280	0.7%	22%	False	False	364,620
80	127-080	118-170	8-230	7.2%	0-244	0.6%	22%	False	False	273,503
100	127-080	118-170	8-230	7.2%	0-202	0.5%	22%	False	False	218,803
120	127-080	118-170	8-230	7.2%	0-170	0.4%	22%	False	False	182,336

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-068
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	122-259
2.618	121-293
1.618	121-118
1.000	121-010
0.618	120-263
HIGH	120-155
0.618	120-088
0.500	120-068
0.382	120-047
LOW	119-300
0.618	119-192
1.000	119-125
1.618	119-017
2.618	118-162
4.250	117-196

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	120-116	120-063
PP	120-092	119-307
S1	120-068	119-230

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols