ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	116-272	117-087	0-135	0.4%	117-150
High	117-087	117-225	0-138	0.4%	117-315
Low	116-200	117-060	0-180	0.5%	116-200
Close	117-025	117-190	0-165	0.4%	117-190
Range	0-207	0-165	-0-042	-20.3%	1-115
ATR	0-212	0-212	-0-001	-0.4%	0-000
Volume	510,352	377,497	-132,855	-26.0%	2,476,859

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-013	118-267	117-281
R3	118-168	118-102	117-235
R2	118-003	118-003	117-220
R1	117-257	117-257	117-205	117-290
PP	117-158	117-158	117-158	117-175
S1	117-092	117-092	117-175	117-125
S2	116-313	116-313	117-160
S3	116-148	116-247	117-145
S4	115-303	116-082	117-099

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-153	120-287	118-109
R3	120-038	119-172	117-310
R2	118-243	118-243	117-270
R1	118-057	118-057	117-230	118-150
PP	117-128	117-128	117-128	117-175
S1	116-262	116-262	117-150	117-035
S2	116-013	116-013	117-110
S3	114-218	115-147	117-070
S4	113-103	114-032	116-271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-315	116-200	1-115	1.2%	0-250	0.7%	71%	False	False	495,371
10	119-232	116-200	3-032	2.6%	0-250	0.7%	31%	False	False	520,989
20	120-060	116-200	3-180	3.0%	0-222	0.6%	27%	False	False	444,456
40	121-260	116-200	5-060	4.4%	0-173	0.5%	19%	False	False	224,817

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-050
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-286
2.618	119-017
1.618	118-172
1.000	118-070
0.618	118-007
HIGH	117-225
0.618	117-162
0.500	117-142
0.382	117-123
LOW	117-060
0.618	116-278
1.000	116-215
1.618	116-113
2.618	115-268
4.250	114-319

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	117-174	117-144
PP	117-158	117-098
S1	117-142	117-052

Download as Excel Spreadsheet

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

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