ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	119-160	119-180	0-020	0.1%	120-010
High	119-170	119-190	0-020	0.1%	120-040
Low	119-050	119-100	0-050	0.1%	119-040
Close	119-160	119-120	-0-040	-0.1%	119-120
Range	0-120	0-090	-0-030	-25.0%	1-000
ATR	0-134	0-131	-0-003	-2.3%	0-000
Volume	26,864	39,672	12,808	47.7%	108,341

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-033	119-170
R3	119-317	119-263	119-145
R2	119-227	119-227	119-136
R1	119-173	119-173	119-128	119-155
PP	119-137	119-137	119-137	119-128
S1	119-083	119-083	119-112	119-065
S2	119-047	119-047	119-104
S3	118-277	118-313	119-095
S4	118-187	118-223	119-070

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-173	121-307	119-296
R3	121-173	120-307	119-208
R2	120-173	120-173	119-179
R1	119-307	119-307	119-149	119-240
PP	119-173	119-173	119-173	119-140
S1	118-307	118-307	119-091	118-240
S2	118-173	118-173	119-061
S3	117-173	117-307	119-032
S4	116-173	116-307	118-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-040	119-040	1-000	0.8%	0-158	0.4%	25%	False	False	21,668
10	121-150	119-040	2-110	2.0%	0-180	0.5%	11%	False	False	12,967
20	121-260	119-040	2-220	2.3%	0-130	0.3%	9%	False	False	7,157

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	True
Stretch	0-017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-252
2.618	120-106
1.618	120-016
1.000	119-280
0.618	119-246
HIGH	119-190
0.618	119-156
0.500	119-145
0.382	119-134
LOW	119-100
0.618	119-044
1.000	119-010
1.618	118-274
2.618	118-184
4.250	118-038

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	119-145	119-150
PP	119-137	119-140
S1	119-128	119-130

Download as Excel Spreadsheet

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

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