ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	120-240	120-010	-0-230	-0.6%	121-150
High	120-260	120-040	-0-220	-0.6%	121-150
Low	120-010	119-070	-0-260	-0.7%	120-010
Close	120-030	119-130	-0-220	-0.6%	120-030
Range	0-250	0-290	0-040	16.0%	1-140
ATR	0-118	0-131	0-012	10.4%	0-000
Volume	339	17,093	16,754	4,942.2%	21,336

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-097	121-243	119-290
R3	121-127	120-273	119-210
R2	120-157	120-157	119-183
R1	119-303	119-303	119-157	119-245
PP	119-187	119-187	119-187	119-158
S1	119-013	119-013	119-103	118-275
S2	118-217	118-217	119-077
S3	117-247	118-043	119-050
S4	116-277	117-073	118-290

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	121-130	119-070	2-060	1.8%	0-244	0.6%	9%	False	True	6,497
10	121-260	119-070	2-190	2.2%	0-171	0.4%	7%	False	True	4,863
20	121-260	119-070	2-190	2.2%	0-106	0.3%	7%	False	True	2,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-312
2.618	122-159
1.618	121-189
1.000	121-010
0.618	120-219
HIGH	120-040
0.618	119-249
0.500	119-215
0.382	119-181
LOW	119-070
0.618	118-211
1.000	118-100
1.618	117-241
2.618	116-271
4.250	115-118

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	119-215	120-040
PP	119-187	119-283
S1	119-158	119-207

Download as Excel Spreadsheet

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

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