ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 120-265 120-000 -0-265 -0.7% 122-235
High 121-045 120-255 -0-110 -0.3% 123-120
Low 119-290 119-110 -0-180 -0.5% 119-290
Close 120-070 120-210 0-140 0.4% 120-070
Range 1-075 1-145 0-070 17.7% 3-150
ATR 1-007 1-017 0-010 3.0% 0-000
Volume 817,037 983,393 166,356 20.4% 5,871,322
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-200 124-030 121-146
R3 123-055 122-205 121-018
R2 121-230 121-230 120-295
R1 121-060 121-060 120-253 121-145
PP 120-085 120-085 120-085 120-128
S1 119-235 119-235 120-167 120-000
S2 118-260 118-260 120-125
S3 117-115 118-090 120-082
S4 115-290 116-265 119-274
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 131-183 129-117 122-040
R3 128-033 125-287 121-055
R2 124-203 124-203 120-274
R1 122-137 122-137 120-172 121-255
PP 121-053 121-053 121-053 120-272
S1 118-307 118-307 119-288 118-105
S2 117-223 117-223 119-186
S3 114-073 115-157 119-085
S4 110-243 112-007 118-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 119-110 3-310 3.3% 1-131 1.2% 33% False True 1,220,527
10 124-180 119-110 5-070 4.3% 1-070 1.0% 25% False True 1,157,401
20 124-310 119-110 5-200 4.7% 1-018 0.9% 23% False True 669,500
40 127-080 119-110 7-290 6.6% 0-286 0.7% 17% False True 338,254
60 127-080 119-110 7-290 6.6% 0-248 0.6% 17% False True 225,650
80 127-080 119-110 7-290 6.6% 0-201 0.5% 17% False True 169,242
100 127-080 119-110 7-290 6.6% 0-162 0.4% 17% False True 135,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-066
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-311
2.618 124-192
1.618 123-047
1.000 122-080
0.618 121-222
HIGH 120-255
0.618 120-077
0.500 120-022
0.382 119-288
LOW 119-110
0.618 118-143
1.000 117-285
1.618 116-318
2.618 115-173
4.250 113-054
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 120-148 120-172
PP 120-085 120-133
S1 120-022 120-095

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

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