ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	120-227	120-052	-0-175	-0.5%	120-015
High	120-247	120-172	-0-075	-0.2%	120-290
Low	120-000	120-002	0-002	0.0%	119-297
Close	120-042	120-097	0-055	0.1%	120-097
Range	0-247	0-170	-0-077	-31.2%	0-313
ATR	0-167	0-167	0-000	0.1%	0-000
Volume	865,313	443,642	-421,671	-48.7%	2,547,156

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-280	121-199	120-190
R3	121-110	121-029	120-144
R2	120-260	120-260	120-128
R1	120-179	120-179	120-113	120-220
PP	120-090	120-090	120-090	120-111
S1	120-009	120-009	120-081	120-050
S2	119-240	119-240	120-066
S3	119-070	119-159	120-050
S4	118-220	118-309	120-004

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-252	120-269
R3	122-107	121-259	120-183
R2	121-114	121-114	120-154
R1	120-266	120-266	120-126	121-030
PP	120-121	120-121	120-121	120-164
S1	119-273	119-273	120-068	120-037
S2	119-128	119-128	120-040
S3	118-135	118-280	120-011
S4	117-142	117-287	119-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	119-297	0-313	0.8%	0-171	0.4%	38%	False	False	572,904
10	121-145	119-277	1-188	1.3%	0-186	0.5%	28%	False	False	605,880
20	122-115	119-277	2-158	2.1%	0-176	0.5%	18%	False	False	553,578
40	122-115	119-277	2-158	2.1%	0-143	0.4%	18%	False	False	482,117
60	122-115	118-297	3-138	2.9%	0-144	0.4%	40%	False	False	462,871
80	122-115	118-297	3-138	2.9%	0-140	0.4%	40%	False	False	376,862
100	122-115	117-030	5-085	4.4%	0-122	0.3%	61%	False	False	301,562

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-254
2.618	121-297
1.618	121-127
1.000	121-022
0.618	120-277
HIGH	120-172
0.618	120-107
0.500	120-087
0.382	120-067
LOW	120-002
0.618	119-217
1.000	119-152
1.618	119-047
2.618	118-197
4.250	117-240

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	120-094	120-145
PP	120-090	120-129
S1	120-087	120-113

Download as Excel Spreadsheet

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

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