ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 120-125 119-285 -0-160 -0.4% 120-000
High 120-140 120-015 -0-125 -0.3% 120-255
Low 119-255 119-145 -0-110 -0.3% 118-170
Close 120-000 119-190 -0-130 -0.3% 120-080
Range 0-205 0-190 -0-015 -7.3% 2-085
ATR 1-011 1-001 -0-010 -3.0% 0-000
Volume 478,842 315,834 -163,008 -34.0% 5,267,371
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-153 121-042 119-294
R3 120-283 120-172 119-242
R2 120-093 120-093 119-225
R1 119-302 119-302 119-207 119-262
PP 119-223 119-223 119-223 119-204
S1 119-112 119-112 119-173 119-072
S2 119-033 119-033 119-155
S3 118-163 118-242 119-138
S4 117-293 118-052 119-086
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
5 120-260 119-130 1-130 1.2% 0-241 0.6% 13% False False 578,765
10 121-045 118-170 2-195 2.2% 1-015 0.9% 41% False False 820,635
20 124-180 118-170 6-010 5.0% 1-022 0.9% 18% False False 951,759
40 127-080 118-170 8-230 7.3% 0-313 0.8% 12% False False 497,735
60 127-080 118-170 8-230 7.3% 0-265 0.7% 12% False False 332,382
80 127-080 118-170 8-230 7.3% 0-230 0.6% 12% False False 249,316
100 127-080 118-170 8-230 7.3% 0-187 0.5% 12% False False 199,453
120 127-080 118-170 8-230 7.3% 0-157 0.4% 12% False False 166,212
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 0-088
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 122-182
2.618 121-192
1.618 121-002
1.000 120-205
0.618 120-132
HIGH 120-015
0.618 119-262
0.500 119-240
0.382 119-218
LOW 119-145
0.618 119-028
1.000 118-275
1.618 118-158
2.618 117-288
4.250 116-298
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 119-240 119-310
PP 119-223 119-270
S1 119-207 119-230

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

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