ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	120-290	120-100	-0-190	-0.5%	121-040
High	120-290	120-120	-0-170	-0.4%	121-040
Low	120-160	120-060	-0-100	-0.3%	121-000
Close	120-160	120-080	-0-080	-0.2%	121-020
Range	0-130	0-060	-0-070	-53.8%	0-040
ATR	0-058	0-061	0-003	5.2%	0-000
Volume	511	1,166	655	128.2%	180

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-267	120-233	120-113
R3	120-207	120-173	120-096
R2	120-147	120-147	120-091
R1	120-113	120-113	120-086	120-100
PP	120-087	120-087	120-087	120-080
S1	120-053	120-053	120-074	120-040
S2	120-027	120-027	120-069
S3	119-287	119-313	120-064
S4	119-227	119-253	120-047

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	120-060	1-020	0.9%	0-064	0.2%	6%	False	True	387
10	121-080	120-060	1-020	0.9%	0-037	0.1%	6%	False	True	196

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	0-002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-055
2.618	120-277
1.618	120-217
1.000	120-180
0.618	120-157
HIGH	120-120
0.618	120-097
0.500	120-090
0.382	120-083
LOW	120-060
0.618	120-023
1.000	120-000
1.618	119-283
2.618	119-223
4.250	119-125

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	120-090	120-230
PP	120-087	120-180
S1	120-083	120-130

Download as Excel Spreadsheet

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

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