ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	120-250	121-010	0-080	0.2%	121-000
High	120-270	121-010	0-060	0.2%	121-260
Low	120-030	120-180	0-150	0.4%	120-300
Close	120-270	120-140	-0-130	-0.3%	121-130
Range	0-240	0-150	-0-090	-37.5%	0-280
ATR	0-105	0-108	0-003	3.1%	0-000
Volume	2,668	10,768	8,100	303.6%	11,089

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-027	121-233	120-222
R3	121-197	121-083	120-181
R2	121-047	121-047	120-168
R1	120-253	120-253	120-154	120-235
PP	120-217	120-217	120-217	120-208
S1	120-103	120-103	120-126	120-085
S2	120-067	120-067	120-112
S3	119-237	119-273	120-099
S4	119-087	119-123	120-058

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	121-210	120-030	1-180	1.3%	0-172	0.4%	22%	False	False	5,388
10	121-260	120-030	1-230	1.4%	0-123	0.3%	20%	False	False	3,255
20	121-260	120-030	1-230	1.4%	0-080	0.2%	20%	False	False	1,732

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	True
Stretch	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-008
2.618	122-083
1.618	121-253
1.000	121-160
0.618	121-103
HIGH	121-010
0.618	120-273
0.500	120-255
0.382	120-237
LOW	120-180
0.618	120-087
1.000	120-030
1.618	119-257
2.618	119-107
4.250	118-182

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	120-255	120-240
PP	120-217	120-207
S1	120-178	120-173

Download as Excel Spreadsheet

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

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