ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	121-020	121-080	0-060	0.2%	121-040
High	121-020	121-080	0-060	0.2%	121-040
Low	121-020	120-270	-0-070	-0.2%	121-000
Close	121-020	120-290	-0-050	-0.1%	121-020
Range	0-000	0-130	0-130		0-040
ATR	0-000	0-052	0-052		0-000
Volume	102	101	-1	-1.0%	180

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-070	121-310	121-042
R3	121-260	121-180	121-006
R2	121-130	121-130	120-314
R1	121-050	121-050	120-302	121-025
PP	121-000	121-000	121-000	120-308
S1	120-240	120-240	120-278	120-215
S2	120-190	120-190	120-266
S3	120-060	120-110	120-254
S4	119-250	119-300	120-218

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-140	121-120	121-042
R3	121-100	121-080	121-031
R2	121-060	121-060	121-027
R1	121-040	121-040	121-024	121-030
PP	121-020	121-020	121-020	121-015
S1	121-000	121-000	121-016	120-310
S2	120-300	120-300	121-013
S3	120-260	120-280	121-009
S4	120-220	120-240	120-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	120-270	0-130	0.3%	0-032	0.1%	15%	True	True	53
10	121-080	120-260	0-140	0.4%	0-018	0.0%	21%	True	False	31

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	0-000
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	122-312
2.618	122-100
1.618	121-290
1.000	121-210
0.618	121-160
HIGH	121-080
0.618	121-030
0.500	121-015
0.382	121-000
LOW	120-270
0.618	120-190
1.000	120-140
1.618	120-060
2.618	119-250
4.250	119-038

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	121-015	121-015
PP	121-000	121-000
S1	120-305	120-305

Download as Excel Spreadsheet

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

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