ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	117-175	117-200	0-025	0.1%	117-150
High	117-302	117-257	-0-045	-0.1%	117-315
Low	117-162	117-122	-0-040	-0.1%	116-200
Close	117-195	117-190	-0-005	0.0%	117-190
Range	0-140	0-135	-0-005	-3.6%	1-115
ATR	0-206	0-201	-0-005	-2.5%	0-000
Volume	369,570	324,784	-44,786	-12.1%	2,476,859

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-275	118-207	117-264
R3	118-140	118-072	117-227
R2	118-005	118-005	117-215
R1	117-257	117-257	117-202	117-224
PP	117-190	117-190	117-190	117-173
S1	117-122	117-122	117-178	117-088
S2	117-055	117-055	117-165
S3	116-240	116-307	117-153
S4	116-105	116-172	117-116

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	117-302	116-200	1-102	1.1%	0-175	0.5%	73%	False	False	416,924
10	118-247	116-200	2-047	1.8%	0-223	0.6%	45%	False	False	487,189
20	120-060	116-200	3-180	3.0%	0-220	0.6%	27%	False	False	474,779
40	121-260	116-200	5-060	4.4%	0-177	0.5%	19%	False	False	242,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	119-191
2.618	118-290
1.618	118-155
1.000	118-072
0.618	118-020
HIGH	117-257
0.618	117-205
0.500	117-190
0.382	117-174
LOW	117-122
0.618	117-039
1.000	116-307
1.618	116-224
2.618	116-089
4.250	115-188

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	117-190	117-187
PP	117-190	117-184
S1	117-190	117-181

Download as Excel Spreadsheet

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

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