ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	26-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	116-240	116-240	0-000	0.0%	116-060
High	117-060	117-170	0-110	0.3%	117-170
Low	116-240	116-240	0-000	0.0%	116-000
Close	117-060	117-010	-0-050	-0.1%	117-010
Range	0-140	0-250	0-110	78.6%	1-170
ATR	0-115	0-125	0-010	8.4%	0-000
Volume	297,670	465,152	167,482	56.3%	1,303,989

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-143	119-007	117-148
R3	118-213	118-077	117-079
R2	117-283	117-283	117-056
R1	117-147	117-147	117-033	117-215
PP	117-033	117-033	117-033	117-068
S1	116-217	116-217	116-307	116-285
S2	116-103	116-103	116-284
S3	115-173	115-287	116-261
S4	114-243	115-037	116-192

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-143	120-247	117-280
R3	119-293	119-077	117-145
R2	118-123	118-123	117-100
R1	117-227	117-227	117-055	118-015
PP	116-273	116-273	116-273	117-008
S1	116-057	116-057	116-285	116-165
S2	115-103	115-103	116-240
S3	113-253	114-207	116-195
S4	112-083	113-037	116-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	116-000	1-170	1.3%	0-146	0.4%	67%	True	False	260,797
10	117-170	115-200	1-290	1.6%	0-127	0.3%	74%	True	False	144,975
20	117-170	114-210	2-280	2.5%	0-108	0.3%	83%	True	False	72,847

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	0-015
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	120-272
2.618	119-184
1.618	118-254
1.000	118-100
0.618	118-004
HIGH	117-170
0.618	117-074
0.500	117-045
0.382	117-016
LOW	116-240
0.618	116-086
1.000	115-310
1.618	115-156
2.618	114-226
4.250	113-138

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	117-045	117-007
PP	117-033	117-003
S1	117-022	117-000

Download as Excel Spreadsheet

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

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