ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	121-000	121-020	0-020	0.1%	121-050
High	121-020	121-020	0-000	0.0%	121-050
Low	121-000	121-010	0-010	0.0%	120-260
Close	121-070	121-080	0-010	0.0%	120-260
Range	0-020	0-010	-0-010	-50.0%	0-110
ATR
Volume	1	3	2	200.0%	58

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-067	121-083	121-086
R3	121-057	121-073	121-083
R2	121-047	121-047	121-082
R1	121-063	121-063	121-081	121-055
PP	121-037	121-037	121-037	121-032
S1	121-053	121-053	121-079	121-045
S2	121-027	121-027	121-078
S3	121-017	121-043	121-077
S4	121-007	121-033	121-074

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-307	121-233	121-000
R3	121-197	121-123	120-290
R2	121-087	121-087	120-280
R1	121-013	121-013	120-270	120-315
PP	120-297	120-297	120-297	120-288
S1	120-223	120-223	120-250	120-205
S2	120-187	120-187	120-240
S3	120-077	120-113	120-230
S4	119-287	120-003	120-200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-040	120-260	0-100	0.3%	0-010	0.0%	140%	False	False	5
10	121-050	120-260	0-110	0.3%	0-005	0.0%	127%	False	False	14

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-062
2.618	121-046
1.618	121-036
1.000	121-030
0.618	121-026
HIGH	121-020
0.618	121-016
0.500	121-015
0.382	121-014
LOW	121-010
0.618	121-004
1.000	121-000
1.618	120-314
2.618	120-304
4.250	120-288

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	121-058	121-060
PP	121-037	121-040
S1	121-015	121-020

Download as Excel Spreadsheet

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

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