ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 08-Nov-2010

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	126-250	126-190	-0-060	-0.1%	125-140
High	127-020	126-250	-0-090	-0.2%	127-080
Low	126-000	126-150	0-150	0.4%	125-100
Close	126-180	126-160	-0-020	0.0%	126-180
Range	1-020	0-100	-0-240	-70.6%	1-300
ATR	0-217	0-209	-0-008	-3.9%	0-000
Volume	24,705	24,705	0	0.0%	45,710

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-167	127-103	126-215
R3	127-067	127-003	126-188
R2	126-287	126-287	126-178
R1	126-223	126-223	126-169	126-205
PP	126-187	126-187	126-187	126-178
S1	126-123	126-123	126-151	126-105
S2	126-087	126-087	126-142
S3	125-307	126-023	126-132
S4	125-207	125-243	126-105

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	132-060	131-100	127-201
R3	130-080	129-120	127-030
R2	128-100	128-100	126-294
R1	127-140	127-140	126-237	127-280
PP	126-120	126-120	126-120	126-190
S1	125-160	125-160	126-123	125-300
S2	124-140	124-140	126-066
S3	122-160	123-180	126-010
S4	120-180	121-200	125-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-080	125-100	1-300	1.5%	0-238	0.6%	61%	False	False	13,431
10	127-080	124-110	2-290	2.3%	0-226	0.6%	74%	False	False	8,154
20	127-080	124-110	2-290	2.3%	0-204	0.5%	74%	False	False	5,538
40	127-080	123-010	4-070	3.3%	0-173	0.4%	82%	False	False	2,848
60	127-080	122-100	4-300	3.9%	0-130	0.3%	85%	False	False	1,905
80	127-080	120-070	7-010	5.6%	0-100	0.2%	89%	False	False	1,429

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-035
2.618	127-192
1.618	127-092
1.000	127-030
0.618	126-312
HIGH	126-250
0.618	126-212
0.500	126-200
0.382	126-188
LOW	126-150
0.618	126-088
1.000	126-050
1.618	125-308
2.618	125-208
4.250	125-045

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	126-200	126-200
PP	126-187	126-187
S1	126-173	126-173

Download as Excel Spreadsheet

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

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