ECBOT 10 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 119-000 120-040 1-040 0.9% 120-075
High 120-115 120-090 -0-025 -0.1% 120-260
Low 118-305 119-185 0-200 0.5% 119-145
Close 120-080 119-315 -0-085 -0.2% 119-190
Range 1-130 0-225 -0-225 -50.0% 1-115
ATR 1-022 1-014 -0-008 -2.4% 0-000
Volume 547,783 433,207 -114,576 -20.9% 2,121,950
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-018 121-232 120-119
R3 121-113 121-007 120-057
R2 120-208 120-208 120-036
R1 120-102 120-102 120-016 120-042
PP 119-303 119-303 119-303 119-274
S1 119-197 119-197 119-294 119-138
S2 119-078 119-078 119-274
S3 118-173 118-292 119-253
S4 117-268 118-067 119-191
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-010 123-055 120-109
R3 122-215 121-260 119-310
R2 121-100 121-100 119-270
R1 120-145 120-145 119-230 120-065
PP 119-305 119-305 119-305 119-265
S1 119-030 119-030 119-150 118-270
S2 118-190 118-190 119-110
S3 117-075 117-235 119-070
S4 115-280 116-120 118-271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-120 118-285 1-155 1.2% 1-018 0.9% 74% False False 413,454
10 120-260 118-170 2-090 1.9% 0-304 0.8% 64% False False 574,202
20 123-150 118-170 4-300 4.1% 1-037 0.9% 29% False False 892,571
40 127-080 118-170 8-230 7.3% 1-012 0.9% 17% False False 541,168
60 127-080 118-170 8-230 7.3% 0-281 0.7% 17% False False 361,562
80 127-080 118-170 8-230 7.3% 0-244 0.6% 17% False False 271,209
100 127-080 118-170 8-230 7.3% 0-200 0.5% 17% False False 216,967
120 127-080 118-170 8-230 7.3% 0-169 0.4% 17% False False 180,807
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 0-076
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-086
2.618 122-039
1.618 121-134
1.000 120-315
0.618 120-229
HIGH 120-090
0.618 120-004
0.500 119-298
0.382 119-271
LOW 119-185
0.618 119-046
1.000 118-280
1.618 118-141
2.618 117-236
4.250 116-189
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 119-309 119-278
PP 119-303 119-240
S1 119-298 119-202

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

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