ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 08-Nov-2010

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	121-170	121-150	-0-020	-0.1%	121-000
High	121-210	121-150	-0-060	-0.2%	121-260
Low	121-110	121-070	-0-040	-0.1%	120-300
Close	121-130	121-070	-0-060	-0.2%	121-130
Range	0-100	0-080	-0-020	-20.0%	0-280
ATR	0-080	0-080	0-000	0.0%	0-000
Volume	5,943	5,943	0	0.0%	11,089

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-017	121-283	121-114
R3	121-257	121-203	121-092
R2	121-177	121-177	121-085
R1	121-123	121-123	121-077	121-110
PP	121-097	121-097	121-097	121-090
S1	121-043	121-043	121-063	121-030
S2	121-017	121-017	121-055
S3	120-257	120-283	121-048
S4	120-177	120-203	121-026

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-003	123-187	121-284
R3	123-043	122-227	121-207
R2	122-083	122-083	121-181
R1	121-267	121-267	121-156	122-015
PP	121-123	121-123	121-123	121-158
S1	120-307	120-307	121-104	121-055
S2	120-163	120-163	121-079
S3	119-203	120-027	121-053
S4	118-243	119-067	120-296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-260	120-310	0-270	0.7%	0-098	0.3%	30%	False	False	3,229
10	121-260	120-060	1-200	1.3%	0-074	0.2%	63%	False	False	1,930
20	121-260	120-060	1-200	1.3%	0-046	0.1%	63%	False	False	981

Crabel Price Patterns
NR	True
NR4	True
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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-170
2.618	122-039
1.618	121-279
1.000	121-230
0.618	121-199
HIGH	121-150
0.618	121-119
0.500	121-110
0.382	121-101
LOW	121-070
0.618	121-021
1.000	120-310
1.618	120-261
2.618	120-181
4.250	120-050

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	121-110	121-165
PP	121-097	121-133
S1	121-083	121-102

Download as Excel Spreadsheet

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

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