ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	117-210	117-127	-0-083	-0.2%	117-150
High	117-222	117-130	-0-092	-0.2%	117-315
Low	117-092	117-030	-0-062	-0.2%	116-200
Close	117-137	117-060	-0-077	-0.2%	117-190
Range	0-130	0-100	-0-030	-23.1%	1-115
ATR	0-196	0-190	-0-006	-3.2%	0-000
Volume	206,104	146,878	-59,226	-28.7%	2,476,859

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-053	117-317	117-115
R3	117-273	117-217	117-088
R2	117-173	117-173	117-078
R1	117-117	117-117	117-069	117-095
PP	117-073	117-073	117-073	117-062
S1	117-017	117-017	117-051	116-315
S2	116-293	116-293	117-042
S3	116-193	116-237	117-032
S4	116-093	116-137	117-005

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	117-030	0-272	0.7%	0-134	0.4%	11%	False	True	284,966
10	118-017	116-200	1-137	1.2%	0-197	0.5%	39%	False	False	390,105
20	120-020	116-200	3-140	2.9%	0-212	0.6%	16%	False	False	473,881
40	121-260	116-200	5-060	4.4%	0-178	0.5%	11%	False	False	250,953

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	118-235
2.618	118-072
1.618	117-292
1.000	117-230
0.618	117-192
HIGH	117-130
0.618	117-092
0.500	117-080
0.382	117-068
LOW	117-030
0.618	116-288
1.000	116-250
1.618	116-188
2.618	116-088
4.250	115-245

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	117-080	117-144
PP	117-073	117-116
S1	117-067	117-088

Download as Excel Spreadsheet

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

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