ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	119-070	119-260	0-190	0.5%	120-010
High	119-270	120-060	0-110	0.3%	120-040
Low	119-060	119-250	0-190	0.5%	119-040
Close	119-250	120-010	0-080	0.2%	119-120
Range	0-210	0-130	-0-080	-38.1%	1-000
ATR	0-136	0-136	0-000	-0.3%	0-000
Volume	48,224	132,379	84,155	174.5%	108,341

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-070	121-010	120-082
R3	120-260	120-200	120-046
R2	120-130	120-130	120-034
R1	120-070	120-070	120-022	120-100
PP	120-000	120-000	120-000	120-015
S1	119-260	119-260	119-318	119-290
S2	119-190	119-190	119-306
S3	119-060	119-130	119-294
S4	118-250	119-000	119-258

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	120-060	119-050	1-010	0.9%	0-136	0.4%	85%	True	False	52,508
10	121-010	119-040	1-290	1.6%	0-177	0.5%	48%	False	False	30,271
20	121-260	119-040	2-220	2.2%	0-134	0.3%	34%	False	False	16,156

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	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-292
2.618	121-080
1.618	120-270
1.000	120-190
0.618	120-140
HIGH	120-060
0.618	120-010
0.500	119-315
0.382	119-300
LOW	119-250
0.618	119-170
1.000	119-120
1.618	119-040
2.618	118-230
4.250	118-018

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	120-005	119-293
PP	120-000	119-257
S1	119-315	119-220

Download as Excel Spreadsheet

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

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