ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 05-Nov-2010

Day Change Summary
	Previous	Current
	04-Nov-2010	05-Nov-2010	Change	Change %	Previous Week
Open	121-312	122-072	0-080	0.2%	121-185
High	122-115	122-085	-0-030	-0.1%	122-115
Low	121-307	121-272	-0-035	-0.1%	121-030
Close	122-080	121-300	-0-100	-0.3%	121-300
Range	0-128	0-133	0-005	3.9%	1-085
ATR	0-130	0-130	0-000	0.2%	0-000
Volume	639,992	543,643	-96,349	-15.1%	2,548,073

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-085	123-005	122-053
R3	122-272	122-192	122-017
R2	122-139	122-139	122-004
R1	122-059	122-059	121-312	122-032
PP	122-006	122-006	122-006	121-312
S1	121-246	121-246	121-288	121-220
S2	121-193	121-193	121-276
S3	121-060	121-113	121-263
S4	120-247	120-300	121-227

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-190	125-010	122-203
R3	124-105	123-245	122-091
R2	123-020	123-020	122-054
R1	122-160	122-160	122-017	122-250
PP	121-255	121-255	121-255	121-300
S1	121-075	121-075	121-263	121-165
S2	120-170	120-170	121-226
S3	119-085	119-310	121-189
S4	118-000	118-225	121-077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-115	121-030	1-085	1.0%	0-139	0.4%	67%	False	False	509,614
10	122-115	120-240	1-195	1.3%	0-142	0.4%	74%	False	False	523,128
20	122-115	120-240	1-195	1.3%	0-120	0.3%	74%	False	False	445,517
40	122-115	118-297	3-138	2.8%	0-123	0.3%	88%	False	False	425,885
60	122-115	118-297	3-138	2.8%	0-134	0.3%	88%	False	False	368,989
80	122-115	117-240	4-195	3.8%	0-117	0.3%	91%	False	False	277,173

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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-010
2.618	123-113
1.618	122-300
1.000	122-218
0.618	122-167
HIGH	122-085
0.618	122-034
0.500	122-018
0.382	122-003
LOW	121-272
0.618	121-190
1.000	121-139
1.618	121-057
2.618	120-244
4.250	120-027

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	122-018	121-278
PP	122-006	121-255
S1	121-313	121-232

Download as Excel Spreadsheet

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

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