ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	121-200	121-215	0-015	0.0%	121-187
High	121-242	122-007	0-085	0.2%	121-252
Low	121-190	121-030	-0-160	-0.4%	120-240
Close	121-227	121-277	0-050	0.1%	121-185
Range	0-052	0-297	0-245	471.2%	1-012
ATR	0-115	0-128	0-013	11.3%	0-000
Volume	300,083	634,458	334,375	111.4%	2,683,208

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-142	124-027	122-120
R3	123-165	123-050	122-039
R2	122-188	122-188	122-011
R1	122-073	122-073	121-304	122-130
PP	121-211	121-211	121-211	121-240
S1	121-096	121-096	121-250	121-154
S2	120-234	120-234	121-223
S3	119-257	120-119	121-195
S4	118-280	119-142	121-114

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-155	124-022	122-048
R3	123-143	123-010	121-276
R2	122-131	122-131	121-246
R1	121-318	121-318	121-215	121-218
PP	121-119	121-119	121-119	121-069
S1	120-306	120-306	121-155	120-206
S2	120-107	120-107	121-124
S3	119-095	119-294	121-094
S4	118-083	118-282	121-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-007	120-242	1-085	1.0%	0-153	0.4%	88%	True	False	488,167
10	122-007	120-240	1-087	1.0%	0-129	0.3%	88%	True	False	474,940
20	122-007	120-240	1-087	1.0%	0-119	0.3%	88%	True	False	427,209
40	122-007	118-297	3-030	2.5%	0-125	0.3%	95%	True	False	418,836
60	122-007	118-297	3-030	2.5%	0-133	0.3%	95%	True	False	349,554
80	122-007	117-030	4-297	4.0%	0-115	0.3%	97%	True	False	262,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	125-309
2.618	124-145
1.618	123-168
1.000	122-304
0.618	122-191
HIGH	122-007
0.618	121-214
0.500	121-178
0.382	121-143
LOW	121-030
0.618	120-166
1.000	120-053
1.618	119-189
2.618	118-212
4.250	117-048

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	121-244	121-244
PP	121-211	121-211
S1	121-178	121-178

Download as Excel Spreadsheet

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

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