ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 119-185 120-075 0-210 0.5% 120-000
High 120-135 120-260 0-125 0.3% 120-255
Low 119-130 119-295 0-165 0.4% 118-170
Close 120-080 120-025 -0-055 -0.1% 120-080
Range 1-005 0-285 -0-040 -12.3% 2-085
ATR 1-036 1-031 -0-005 -1.4% 0-000
Volume 771,877 712,003 -59,874 -7.8% 5,267,371
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-302 122-128 120-182
R3 122-017 121-163 120-103
R2 121-052 121-052 120-077
R1 120-198 120-198 120-051 120-142
PP 120-087 120-087 120-087 120-059
S1 119-233 119-233 119-319 119-178
S2 119-122 119-122 119-293
S3 118-157 118-268 119-267
S4 117-192 117-303 119-188
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 126-210 125-230 121-159
R3 124-125 123-145 120-279
R2 122-040 122-040 120-213
R1 121-060 121-060 120-146 121-210
PP 119-275 119-275 119-275 120-030
S1 118-295 118-295 120-014 119-125
S2 117-190 117-190 119-267
S3 115-105 116-210 119-201
S4 113-020 114-125 119-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-260 118-170 2-090 1.9% 1-059 1.0% 68% True False 999,196
10 123-100 118-170 4-250 4.0% 1-095 1.1% 32% False False 1,109,861
20 124-300 118-170 6-130 5.3% 1-044 0.9% 24% False False 912,145
40 127-080 118-170 8-230 7.3% 0-314 0.8% 18% False False 462,615
60 127-080 118-170 8-230 7.3% 0-263 0.7% 18% False False 308,909
80 127-080 118-170 8-230 7.3% 0-224 0.6% 18% False False 231,692
100 127-080 118-170 8-230 7.3% 0-181 0.5% 18% False False 185,354
120 127-080 118-170 8-230 7.3% 0-152 0.4% 18% False False 154,463
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 0-081
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-191
2.618 123-046
1.618 122-081
1.000 121-225
0.618 121-116
HIGH 120-260
0.618 120-151
0.500 120-118
0.382 120-084
LOW 119-295
0.618 119-119
1.000 119-010
1.618 118-154
2.618 117-189
4.250 116-044
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 120-118 119-302
PP 120-087 119-258
S1 120-056 119-215

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

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