ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	117-295	117-272	-0-023	-0.1%	119-055
High	118-065	118-017	-0-048	-0.1%	119-232
Low	117-230	117-117	-0-113	-0.3%	117-117
Close	117-257	117-182	-0-075	-0.2%	117-182
Range	0-155	0-220	0-065	41.9%	2-115
ATR	0-192	0-194	0-002	1.1%	0-000
Volume	589,426	376,864	-212,562	-36.1%	2,733,031

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-232	119-107	117-303
R3	119-012	118-207	117-242
R2	118-112	118-112	117-222
R1	117-307	117-307	117-202	117-260
PP	117-212	117-212	117-212	117-188
S1	117-087	117-087	117-162	117-040
S2	116-312	116-312	117-142
S3	116-092	116-187	117-122
S4	115-192	115-287	117-061

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-095	123-254	118-277
R3	122-300	121-139	118-070
R2	120-185	120-185	118-000
R1	119-024	119-024	117-251	118-207
PP	118-070	118-070	118-070	118-002
S1	116-229	116-229	117-113	116-092
S2	115-275	115-275	117-044
S3	113-160	114-114	116-294
S4	111-045	111-319	116-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-232	117-117	2-115	2.0%	0-250	0.7%	9%	False	True	546,606
10	120-020	117-117	2-223	2.3%	0-232	0.6%	8%	False	True	550,380
20	120-260	117-117	3-143	2.9%	0-207	0.5%	6%	False	True	324,063
40	121-260	117-117	4-143	3.8%	0-143	0.4%	5%	False	True	162,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-312
2.618	119-273
1.618	119-053
1.000	118-237
0.618	118-153
HIGH	118-017
0.618	117-253
0.500	117-227
0.382	117-201
LOW	117-117
0.618	116-301
1.000	116-217
1.618	116-081
2.618	115-181
4.250	114-142

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	117-227	118-022
PP	117-212	117-289
S1	117-197	117-235

Download as Excel Spreadsheet

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

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