ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	115-190	115-210	0-020	0.1%	115-090
High	115-200	116-020	0-140	0.4%	115-210
Low	115-150	115-200	0-050	0.1%	115-080
Close	115-190	116-010	0-140	0.4%	115-190
Range	0-050	0-140	0-090	180.0%	0-130
ATR	0-115	0-118	0-002	2.2%	0-000
Volume	3,010	1,546	-1,464	-48.6%	6,568

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-070	117-020	116-087
R3	116-250	116-200	116-048
R2	116-110	116-110	116-036
R1	116-060	116-060	116-023	116-085
PP	115-290	115-290	115-290	115-302
S1	115-240	115-240	115-317	115-265
S2	115-150	115-150	115-304
S3	115-010	115-100	115-292
S4	114-190	114-280	115-253

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	116-020	115-080	0-260	0.7%	0-096	0.3%	96%	True	False	1,480
10	116-020	114-210	1-130	1.2%	0-094	0.3%	98%	True	False	874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	117-295
2.618	117-067
1.618	116-247
1.000	116-160
0.618	116-107
HIGH	116-020
0.618	115-287
0.500	115-270
0.382	115-253
LOW	115-200
0.618	115-113
1.000	115-060
1.618	114-293
2.618	114-153
4.250	113-245

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	115-310	115-290
PP	115-290	115-250
S1	115-270	115-210

Download as Excel Spreadsheet

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

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