ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	116-270	117-177	0-227	0.6%	117-175
High	117-220	117-207	-0-013	0.0%	117-302
Low	116-265	117-042	0-097	0.3%	117-030
Close	117-197	117-130	-0-067	-0.2%	117-060
Range	0-275	0-165	-0-110	-40.0%	0-272
ATR	0-199	0-197	-0-002	-1.2%	0-000
Volume	252,168	262,648	10,480	4.2%	1,047,336

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-301	118-221	117-221
R3	118-136	118-056	117-175
R2	117-291	117-291	117-160
R1	117-211	117-211	117-145	117-168
PP	117-126	117-126	117-126	117-105
S1	117-046	117-046	117-115	117-004
S2	116-281	116-281	117-100
S3	116-116	116-201	117-085
S4	115-271	116-036	117-039

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	117-220	116-250	0-290	0.8%	0-193	0.5%	69%	False	False	220,766
10	117-302	116-200	1-102	1.1%	0-174	0.5%	59%	False	False	289,213
20	119-232	116-200	3-032	2.6%	0-218	0.6%	25%	False	False	429,674
40	121-260	116-200	5-060	4.4%	0-197	0.5%	15%	False	False	274,813

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-268
2.618	118-319
1.618	118-154
1.000	118-052
0.618	117-309
HIGH	117-207
0.618	117-144
0.500	117-124
0.382	117-105
LOW	117-042
0.618	116-260
1.000	116-197
1.618	116-095
2.618	115-250
4.250	114-301

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	117-128	117-112
PP	117-126	117-093
S1	117-124	117-075

Download as Excel Spreadsheet

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

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