ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	121-010	120-240	-0-090	-0.2%	121-150
High	121-010	120-260	-0-070	-0.2%	121-150
Low	120-180	120-010	-0-170	-0.4%	120-010
Close	120-140	120-030	-0-110	-0.3%	120-030
Range	0-150	0-250	0-100	66.7%	1-140
ATR	0-108	0-118	0-010	9.4%	0-000
Volume	10,768	339	-10,429	-96.9%	21,336

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-210	122-050	120-168
R3	121-280	121-120	120-099
R2	121-030	121-030	120-076
R1	120-190	120-190	120-053	120-145
PP	120-100	120-100	120-100	120-078
S1	119-260	119-260	120-007	119-215
S2	119-170	119-170	119-304
S3	118-240	119-010	119-281
S4	117-310	118-080	119-212

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-270	123-290	120-283
R3	123-130	122-150	120-156
R2	121-310	121-310	120-114
R1	121-010	121-010	120-072	120-250
PP	120-170	120-170	120-170	120-130
S1	119-190	119-190	119-308	119-110
S2	119-030	119-030	119-266
S3	117-210	118-050	119-224
S4	116-070	116-230	119-097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-150	120-010	1-140	1.2%	0-202	0.5%	4%	False	True	4,267
10	121-260	120-010	1-250	1.5%	0-148	0.4%	4%	False	True	3,242
20	121-260	120-010	1-250	1.5%	0-092	0.2%	4%	False	True	1,749

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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-042
2.618	122-274
1.618	122-024
1.000	121-190
0.618	121-094
HIGH	120-260
0.618	120-164
0.500	120-135
0.382	120-106
LOW	120-010
0.618	119-176
1.000	119-080
1.618	118-246
2.618	117-316
4.250	116-228

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	120-135	120-170
PP	120-100	120-123
S1	120-065	120-077

Download as Excel Spreadsheet

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

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