ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	116-060	116-070	0-010	0.0%	115-210
High	116-080	116-210	0-130	0.3%	116-160
Low	116-000	116-060	0-060	0.2%	115-200
Close	116-070	116-180	0-110	0.3%	116-070
Range	0-080	0-150	0-070	87.5%	0-280
ATR	0-111	0-114	0-003	2.5%	0-000
Volume	50,768	192,729	141,961	279.6%	145,763

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-280	117-220	116-262
R3	117-130	117-070	116-221
R2	116-300	116-300	116-208
R1	116-240	116-240	116-194	116-270
PP	116-150	116-150	116-150	116-165
S1	116-090	116-090	116-166	116-120
S2	116-000	116-000	116-152
S3	115-170	115-260	116-139
S4	115-020	115-110	116-098

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-237	118-113	116-224
R3	117-277	117-153	116-147
R2	116-317	116-317	116-121
R1	116-193	116-193	116-096	116-255
PP	116-037	116-037	116-037	116-068
S1	115-233	115-233	116-044	115-295
S2	115-077	115-077	116-019
S3	114-117	114-273	115-313
S4	113-157	113-313	115-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-210	115-300	0-230	0.6%	0-106	0.3%	87%	True	False	76,591
10	116-210	115-080	1-130	1.2%	0-104	0.3%	93%	True	False	39,389
20	116-210	114-120	2-090	2.0%	0-106	0.3%	96%	True	False	19,852

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 17 trading days

Fibonacci Retracements and Extensions
4.250	118-208
2.618	117-283
1.618	117-133
1.000	117-040
0.618	116-303
HIGH	116-210
0.618	116-153
0.500	116-135
0.382	116-117
LOW	116-060
0.618	115-287
1.000	115-230
1.618	115-137
2.618	114-307
4.250	114-062

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	116-165	116-155
PP	116-150	116-130
S1	116-135	116-105

Download as Excel Spreadsheet

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

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