ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	117-200	117-210	0-010	0.0%	117-150
High	117-257	117-222	-0-035	-0.1%	117-315
Low	117-122	117-092	-0-030	-0.1%	116-200
Close	117-190	117-137	-0-053	-0.1%	117-190
Range	0-135	0-130	-0-005	-3.7%	1-115
ATR	0-201	0-196	-0-005	-2.5%	0-000
Volume	324,784	206,104	-118,680	-36.5%	2,476,859

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-220	118-149	117-208
R3	118-090	118-019	117-173
R2	117-280	117-280	117-161
R1	117-209	117-209	117-149	117-180
PP	117-150	117-150	117-150	117-136
S1	117-079	117-079	117-125	117-050
S2	117-020	117-020	117-113
S3	116-210	116-269	117-101
S4	116-080	116-139	117-066

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%	0-155	0.4%	61%	False	False	357,661
10	118-065	116-200	1-185	1.3%	0-203	0.5%	51%	False	False	434,360
20	120-020	116-200	3-140	2.9%	0-220	0.6%	23%	False	False	478,465
40	121-260	116-200	5-060	4.4%	0-177	0.5%	15%	False	False	247,311

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	119-134
2.618	118-242
1.618	118-112
1.000	118-032
0.618	117-302
HIGH	117-222
0.618	117-172
0.500	117-157
0.382	117-142
LOW	117-092
0.618	117-012
1.000	116-282
1.618	116-202
2.618	116-072
4.250	115-180

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	117-157	117-197
PP	117-150	117-177
S1	117-144	117-157

Download as Excel Spreadsheet

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

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