ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	116-240	117-000	0-080	0.2%	116-060
High	117-170	117-105	-0-065	-0.2%	117-170
Low	116-240	116-290	0-050	0.1%	116-000
Close	117-010	117-085	0-075	0.2%	117-010
Range	0-250	0-135	-0-115	-46.0%	1-170
ATR	0-125	0-126	0-001	0.6%	0-000
Volume	465,152	314,493	-150,659	-32.4%	1,303,989

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-138	118-087	117-159
R3	118-003	117-272	117-122
R2	117-188	117-188	117-110
R1	117-137	117-137	117-097	117-162
PP	117-053	117-053	117-053	117-066
S1	117-002	117-002	117-073	117-028
S2	116-238	116-238	117-060
S3	116-103	116-187	117-048
S4	115-288	116-052	117-011

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	116-060	1-110	1.1%	0-157	0.4%	80%	False	False	313,542
10	117-170	115-270	1-220	1.4%	0-126	0.3%	84%	False	False	176,269
20	117-170	114-210	2-280	2.5%	0-110	0.3%	91%	False	False	88,572

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-039
2.618	118-138
1.618	118-003
1.000	117-240
0.618	117-188
HIGH	117-105
0.618	117-053
0.500	117-038
0.382	117-022
LOW	116-290
0.618	116-207
1.000	116-155
1.618	116-072
2.618	115-257
4.250	115-036

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	117-069	117-072
PP	117-053	117-058
S1	117-038	117-045

Download as Excel Spreadsheet

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

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