ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	117-037	117-117	0-080	0.2%	117-175
High	117-132	117-157	0-025	0.1%	117-302
Low	116-252	116-250	-0-002	0.0%	117-030
Close	117-087	116-265	-0-142	-0.4%	117-060
Range	0-200	0-227	0-027	13.5%	0-272
ATR	0-191	0-193	0-003	1.4%	0-000
Volume	155,652	286,484	130,832	84.1%	1,047,336

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-052	118-225	117-070
R3	118-145	117-318	117-007
R2	117-238	117-238	116-307
R1	117-091	117-091	116-286	117-051
PP	117-011	117-011	117-011	116-310
S1	116-184	116-184	116-244	116-144
S2	116-104	116-104	116-223
S3	115-197	115-277	116-203
S4	114-290	115-050	116-140

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	117-257	116-250	1-007	0.9%	0-158	0.4%	5%	False	True	223,980
10	117-315	116-200	1-115	1.2%	0-185	0.5%	15%	False	False	346,127
20	120-020	116-200	3-140	2.9%	0-219	0.6%	6%	False	False	460,376
40	121-260	116-200	5-060	4.4%	0-189	0.5%	4%	False	False	261,992

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-162
2.618	119-111
1.618	118-204
1.000	118-064
0.618	117-297
HIGH	117-157
0.618	117-070
0.500	117-044
0.382	117-017
LOW	116-250
0.618	116-110
1.000	116-023
1.618	115-203
2.618	114-296
4.250	113-245

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	117-044	117-044
PP	117-011	117-011
S1	116-298	116-298

Download as Excel Spreadsheet

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

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