ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 26-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	26-Nov-2009	Change	Change %	Previous Week
Open	116-180	116-240	0-060	0.2%	115-210
High	116-260	117-060	0-120	0.3%	116-160
Low	116-150	116-240	0-090	0.2%	115-200
Close	116-240	117-060	0-140	0.4%	116-070
Range	0-110	0-140	0-030	27.3%	0-280
ATR	0-113	0-115	0-002	1.7%	0-000
Volume	297,670	297,670	0	0.0%	145,763

Daily Pivots for day following 26-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-113	118-067	117-137
R3	117-293	117-247	117-098
R2	117-153	117-153	117-086
R1	117-107	117-107	117-073	117-130
PP	117-013	117-013	117-013	117-025
S1	116-287	116-287	117-047	116-310
S2	116-193	116-193	117-034
S3	116-053	116-147	117-022
S4	115-233	116-007	116-303

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	117-060	116-000	1-060	1.0%	0-116	0.3%	100%	True	False	187,784
10	117-060	115-150	1-230	1.5%	0-107	0.3%	100%	True	False	98,761
20	117-060	114-200	2-180	2.2%	0-103	0.3%	100%	True	False	49,604

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-015
2.618	118-107
1.618	117-287
1.000	117-200
0.618	117-147
HIGH	117-060
0.618	117-007
0.500	116-310
0.382	116-293
LOW	116-240
0.618	116-153
1.000	116-100
1.618	116-013
2.618	115-193
4.250	114-285

Fisher Pivots for day following 26-Nov-2009
Pivot	1 day	3 day
R1	117-037	117-007
PP	117-013	116-273
S1	116-310	116-220

Download as Excel Spreadsheet

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

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