ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	121-130	120-250	-0-200	-0.5%	121-000
High	121-130	120-270	-0-180	-0.5%	121-260
Low	120-160	120-030	-0-130	-0.3%	120-300
Close	120-180	120-270	0-090	0.2%	121-130
Range	0-290	0-240	-0-050	-17.2%	0-280
ATR	0-095	0-105	0-010	11.0%	0-000
Volume	1,618	2,668	1,050	64.9%	11,089

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-270	122-190	121-082
R3	122-030	121-270	121-016
R2	121-110	121-110	120-314
R1	121-030	121-030	120-292	121-070
PP	120-190	120-190	120-190	120-210
S1	120-110	120-110	120-248	120-150
S2	119-270	119-270	120-226
S3	119-030	119-190	120-204
S4	118-110	118-270	120-138

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	120-030	1-230	1.4%	0-166	0.4%	44%	False	True	3,585
10	121-260	120-030	1-230	1.4%	0-108	0.3%	44%	False	True	2,191
20	121-260	120-030	1-230	1.4%	0-072	0.2%	44%	False	True	1,194

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-010
2.618	122-258
1.618	122-018
1.000	121-190
0.618	121-098
HIGH	120-270
0.618	120-178
0.500	120-150
0.382	120-122
LOW	120-030
0.618	119-202
1.000	119-110
1.618	118-282
2.618	118-042
4.250	116-290

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	120-230	120-263
PP	120-190	120-257
S1	120-150	120-250

Download as Excel Spreadsheet

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

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