ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	115-190	115-190	0-000	0.0%	115-090
High	115-210	115-200	-0-010	0.0%	115-210
Low	115-080	115-150	0-070	0.2%	115-080
Close	115-190	115-190	0-000	0.0%	115-190
Range	0-130	0-050	-0-080	-61.5%	0-130
ATR	0-000	0-115	0-115		0-000
Volume	80	3,010	2,930	3,662.5%	6,568

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-010	115-310	115-218
R3	115-280	115-260	115-204
R2	115-230	115-230	115-199
R1	115-210	115-210	115-195	115-215
PP	115-180	115-180	115-180	115-182
S1	115-160	115-160	115-185	115-165
S2	115-130	115-130	115-181
S3	115-080	115-110	115-176
S4	115-030	115-060	115-162

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-230	116-180	115-262
R3	116-100	116-050	115-226
R2	115-290	115-290	115-214
R1	115-240	115-240	115-202	115-265
PP	115-160	115-160	115-160	115-172
S1	115-110	115-110	115-178	115-135
S2	115-030	115-030	115-166
S3	114-220	114-300	115-154
S4	114-090	114-170	115-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-210	115-080	0-130	0.4%	0-080	0.2%	85%	False	False	1,313
10	115-210	114-210	1-000	0.9%	0-088	0.2%	94%	False	False	720

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	116-092
2.618	116-011
1.618	115-281
1.000	115-250
0.618	115-231
HIGH	115-200
0.618	115-181
0.500	115-175
0.382	115-169
LOW	115-150
0.618	115-119
1.000	115-100
1.618	115-069
2.618	115-019
4.250	114-258

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	115-185	115-175
PP	115-180	115-160
S1	115-175	115-145

Download as Excel Spreadsheet

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

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