ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	121-020	121-070	0-050	0.1%	121-080
High	121-050	121-150	0-100	0.3%	121-080
Low	120-310	121-020	0-030	0.1%	120-060
Close	121-040	121-100	0-060	0.2%	121-000
Range	0-060	0-130	0-070	116.7%	1-020
ATR	0-064	0-069	0-005	7.3%	0-000
Volume	1,099	1,410	311	28.3%	2,377

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-160	122-100	121-172
R3	122-030	121-290	121-136
R2	121-220	121-220	121-124
R1	121-160	121-160	121-112	121-190
PP	121-090	121-090	121-090	121-105
S1	121-030	121-030	121-088	121-060
S2	120-280	120-280	121-076
S3	120-150	120-220	121-064
S4	120-020	120-090	121-028

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	121-150	120-230	0-240	0.6%	0-050	0.1%	79%	True	False	798
10	121-150	120-060	1-090	1.1%	0-057	0.1%	88%	True	False	593
20	121-150	120-060	1-090	1.1%	0-031	0.1%	88%	True	False	303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-062
2.618	122-170
1.618	122-040
1.000	121-280
0.618	121-230
HIGH	121-150
0.618	121-100
0.500	121-085
0.382	121-070
LOW	121-020
0.618	120-260
1.000	120-210
1.618	120-130
2.618	120-000
4.250	119-108

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	121-095	121-088
PP	121-090	121-077
S1	121-085	121-065

Download as Excel Spreadsheet

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

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