ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	116-020	116-000	-0-020	-0.1%	115-090
High	116-050	116-120	0-070	0.2%	115-210
Low	115-300	115-310	0-010	0.0%	115-080
Close	116-000	116-080	0-080	0.2%	115-190
Range	0-070	0-130	0-060	85.7%	0-130
ATR	0-113	0-114	0-001	1.1%	0-000
Volume	7,843	31,532	23,689	302.0%	6,568

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-133	117-077	116-152
R3	117-003	116-267	116-116
R2	116-193	116-193	116-104
R1	116-137	116-137	116-092	116-165
PP	116-063	116-063	116-063	116-078
S1	116-007	116-007	116-068	116-035
S2	115-253	115-253	116-056
S3	115-123	115-197	116-044
S4	114-313	115-067	116-008

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	116-120	115-150	0-290	0.8%	0-098	0.3%	86%	True	False	9,737
10	116-120	115-030	1-090	1.1%	0-096	0.3%	90%	True	False	5,229

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	0-013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-032
2.618	117-140
1.618	117-010
1.000	116-250
0.618	116-200
HIGH	116-120
0.618	116-070
0.500	116-055
0.382	116-040
LOW	115-310
0.618	115-230
1.000	115-180
1.618	115-100
2.618	114-290
4.250	114-078

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	116-072	116-065
PP	116-063	116-050
S1	116-055	116-035

Download as Excel Spreadsheet

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

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