ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	119-130	119-160	0-030	0.1%	121-150
High	119-250	119-170	-0-080	-0.2%	121-150
Low	119-120	119-050	-0-070	-0.2%	120-010
Close	119-200	119-160	-0-040	-0.1%	120-030
Range	0-130	0-120	-0-010	-7.7%	1-140
ATR	0-132	0-134	0-001	0.9%	0-000
Volume	15,404	26,864	11,460	74.4%	21,336

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-167	120-123	119-226
R3	120-047	120-003	119-193
R2	119-247	119-247	119-182
R1	119-203	119-203	119-171	119-220
PP	119-127	119-127	119-127	119-135
S1	119-083	119-083	119-149	119-100
S2	119-007	119-007	119-138
S3	118-207	118-283	119-127
S4	118-087	118-163	119-094

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	120-260	119-040	1-220	1.4%	0-190	0.5%	22%	False	False	13,801
10	121-210	119-040	2-170	2.1%	0-181	0.5%	15%	False	False	9,594
20	121-260	119-040	2-220	2.2%	0-125	0.3%	14%	False	False	5,178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-040
2.618	120-164
1.618	120-044
1.000	119-290
0.618	119-244
HIGH	119-170
0.618	119-124
0.500	119-110
0.382	119-096
LOW	119-050
0.618	118-296
1.000	118-250
1.618	118-176
2.618	118-056
4.250	117-180

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	119-143	119-155
PP	119-127	119-150
S1	119-110	119-145

Download as Excel Spreadsheet

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

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