ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	118-280	119-055	0-095	0.2%	119-180
High	119-190	119-232	0-042	0.1%	120-020
Low	118-180	119-055	0-195	0.5%	118-180
Close	119-060	119-220	0-160	0.4%	119-060
Range	1-010	0-177	-0-153	-46.4%	1-160
ATR	0-169	0-170	0-001	0.3%	0-000
Volume	599,118	380,761	-218,357	-36.4%	2,770,778

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-060	120-317	119-317
R3	120-203	120-140	119-269
R2	120-026	120-026	119-252
R1	119-283	119-283	119-236	119-314
PP	119-169	119-169	119-169	119-185
S1	119-106	119-106	119-204	119-138
S2	118-312	118-312	119-188
S3	118-135	118-249	119-171
S4	117-278	118-072	119-123

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-247	122-313	120-004
R3	122-087	121-153	119-192
R2	120-247	120-247	119-148
R1	119-313	119-313	119-104	119-200
PP	119-087	119-087	119-087	119-030
S1	118-153	118-153	119-016	118-040
S2	117-247	117-247	118-292
S3	116-087	116-313	118-248
S4	114-247	115-153	118-116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-020	118-180	1-160	1.3%	0-223	0.6%	75%	False	False	577,784
10	120-060	118-180	1-200	1.4%	0-202	0.5%	69%	False	False	402,032
20	121-150	118-180	2-290	2.4%	0-191	0.5%	39%	False	False	207,500
40	121-260	118-180	3-080	2.7%	0-116	0.3%	35%	False	False	104,092

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-024
2.618	121-055
1.618	120-198
1.000	120-089
0.618	120-021
HIGH	119-232
0.618	119-164
0.500	119-144
0.382	119-123
LOW	119-055
0.618	118-266
1.000	118-198
1.618	118-089
2.618	117-232
4.250	116-263

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	119-194	119-162
PP	119-169	119-104
S1	119-144	119-046

Download as Excel Spreadsheet

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

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