ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	117-150	117-302	0-152	0.4%	119-055
High	117-307	117-315	0-008	0.0%	119-232
Low	116-292	117-000	0-028	0.1%	117-117
Close	117-282	117-055	-0-227	-0.6%	117-182
Range	1-015	0-315	-0-020	-6.0%	2-115
ATR	0-204	0-212	0-008	3.9%	0-000
Volume	505,053	581,537	76,484	15.1%	2,733,031

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-108	119-237	117-228
R3	119-113	118-242	117-142
R2	118-118	118-118	117-113
R1	117-247	117-247	117-084	117-185
PP	117-123	117-123	117-123	117-092
S1	116-252	116-252	117-026	116-190
S2	116-128	116-128	116-317
S3	115-133	115-257	116-288
S4	114-138	114-262	116-202

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	118-247	116-292	1-275	1.6%	0-272	0.7%	14%	False	False	557,454
10	119-270	116-292	2-298	2.5%	0-269	0.7%	9%	False	False	580,783
20	120-060	116-292	3-088	2.8%	0-212	0.6%	8%	False	False	377,521
40	121-260	116-292	4-288	4.2%	0-159	0.4%	5%	False	False	190,062

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-054
2.618	120-180
1.618	119-185
1.000	118-310
0.618	118-190
HIGH	117-315
0.618	117-195
0.500	117-158
0.382	117-120
LOW	117-000
0.618	116-125
1.000	116-005
1.618	115-130
2.618	114-135
4.250	112-261

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	117-158	117-154
PP	117-123	117-121
S1	117-089	117-088

Download as Excel Spreadsheet

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

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