ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	119-225	118-237	-0-308	-0.8%	119-180
High	119-225	118-247	-0-298	-0.8%	120-020
Low	118-180	117-232	-0-268	-0.7%	118-180
Close	118-192	118-022	-0-170	-0.4%	119-060
Range	1-045	1-015	-0-030	-8.2%	1-160
ATR	0-184	0-195	0-011	5.9%	0-000
Volume	651,588	734,392	82,804	12.7%	2,770,778

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-105	120-239	118-206
R3	120-090	119-224	118-114
R2	119-075	119-075	118-083
R1	118-209	118-209	118-053	118-134
PP	118-060	118-060	118-060	118-023
S1	117-194	117-194	117-311	117-120
S2	117-045	117-045	117-281
S3	116-030	116-179	117-250
S4	115-015	115-164	117-158

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	119-232	117-232	2-000	1.7%	0-273	0.7%	17%	False	True	629,208
10	120-020	117-232	2-108	2.0%	0-238	0.6%	15%	False	True	522,570
20	121-010	117-232	3-098	2.8%	0-207	0.5%	10%	False	True	276,421
40	121-260	117-232	4-028	3.5%	0-134	0.4%	8%	False	True	138,740

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-071
2.618	121-164
1.618	120-149
1.000	119-262
0.618	119-134
HIGH	118-247
0.618	118-119
0.500	118-080
0.382	118-040
LOW	117-232
0.618	117-025
1.000	116-217
1.618	116-010
2.618	114-315
4.250	113-088

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	118-080	118-232
PP	118-060	118-162
S1	118-041	118-092

Download as Excel Spreadsheet

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

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