ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	117-127	117-037	-0-090	-0.2%	117-175
High	117-130	117-132	0-002	0.0%	117-302
Low	117-030	116-252	-0-098	-0.3%	117-030
Close	117-060	117-087	0-027	0.1%	117-060
Range	0-100	0-200	0-100	100.0%	0-272
ATR	0-190	0-191	0-001	0.4%	0-000
Volume	146,878	155,652	8,774	6.0%	1,047,336

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-010	118-249	117-197
R3	118-130	118-049	117-142
R2	117-250	117-250	117-124
R1	117-169	117-169	117-105	117-210
PP	117-050	117-050	117-050	117-071
S1	116-289	116-289	117-069	117-010
S2	116-170	116-170	117-050
S3	115-290	116-089	117-032
S4	115-090	115-209	116-297

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-307	119-135	117-210
R3	119-035	118-183	117-135
R2	118-083	118-083	117-110
R1	117-231	117-231	117-085	117-181
PP	117-131	117-131	117-131	117-106
S1	116-279	116-279	117-035	116-229
S2	116-179	116-179	117-010
S3	115-227	116-007	116-305
S4	114-275	115-055	116-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-302	116-252	1-050	1.0%	0-141	0.4%	42%	False	True	240,597
10	117-315	116-200	1-115	1.2%	0-195	0.5%	48%	False	False	367,984
20	120-020	116-200	3-140	2.9%	0-214	0.6%	19%	False	False	459,182
40	121-260	116-200	5-060	4.4%	0-183	0.5%	12%	False	False	254,842

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-022
2.618	119-016
1.618	118-136
1.000	118-012
0.618	117-256
HIGH	117-132
0.618	117-056
0.500	117-032
0.382	117-008
LOW	116-252
0.618	116-128
1.000	116-052
1.618	115-248
2.618	115-048
4.250	114-042

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	117-069	117-084
PP	117-050	117-080
S1	117-032	117-077

Download as Excel Spreadsheet

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

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