ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	120-270	121-000	0-050	0.1%	121-080
High	120-270	121-040	0-090	0.2%	121-080
Low	120-270	120-300	0-030	0.1%	120-060
Close	121-000	121-030	0-030	0.1%	121-000
Range	0-000	0-060	0-060		1-020
ATR	0-065	0-065	0-000	-0.6%	0-000
Volume	471	883	412	87.5%	2,377

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-173	121-063
R3	121-137	121-113	121-046
R2	121-077	121-077	121-041
R1	121-053	121-053	121-036	121-065
PP	121-017	121-017	121-017	121-022
S1	120-313	120-313	121-024	121-005
S2	120-277	120-277	121-019
S3	120-217	120-253	121-014
S4	120-157	120-193	120-317

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-000	123-180	121-187
R3	122-300	122-160	121-094
R2	121-280	121-280	121-062
R1	121-140	121-140	121-031	121-040
PP	120-260	120-260	120-260	120-210
S1	120-120	120-120	120-289	120-020
S2	119-240	119-240	120-258
S3	118-220	119-100	120-226
S4	117-200	118-080	120-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-040	120-060	0-300	0.8%	0-050	0.1%	97%	True	False	631
10	121-080	120-060	1-020	0.9%	0-041	0.1%	85%	False	False	342

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-295
2.618	121-197
1.618	121-137
1.000	121-100
0.618	121-077
HIGH	121-040
0.618	121-017
0.500	121-010
0.382	121-003
LOW	120-300
0.618	120-263
1.000	120-240
1.618	120-203
2.618	120-143
4.250	120-045

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	121-023	121-012
PP	121-017	120-313
S1	121-010	120-295

Download as Excel Spreadsheet

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

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