ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	119-110	119-180	0-070	0.2%	119-070
High	119-250	119-240	-0-010	0.0%	120-060
Low	119-080	119-110	0-030	0.1%	119-060
Close	119-180	119-220	0-040	0.1%	119-180
Range	0-170	0-130	-0-040	-23.5%	1-000
ATR	0-147	0-145	-0-001	-0.8%	0-000
Volume	449,623	262,619	-187,004	-41.6%	868,788

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-260	120-210	119-292
R3	120-130	120-080	119-256
R2	120-000	120-000	119-244
R1	119-270	119-270	119-232	119-295
PP	119-190	119-190	119-190	119-202
S1	119-140	119-140	119-208	119-165
S2	119-060	119-060	119-196
S3	118-250	119-010	119-184
S4	118-120	118-200	119-148

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-207	122-033	120-036
R3	121-207	121-033	119-268
R2	120-207	120-207	119-239
R1	120-033	120-033	119-209	120-120
PP	119-207	119-207	119-207	119-250
S1	119-033	119-033	119-151	119-120
S2	118-207	118-207	119-121
S3	117-207	118-033	119-092
S4	116-207	117-033	119-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-060	119-060	1-000	0.8%	0-180	0.5%	50%	False	False	226,281
10	120-060	119-040	1-020	0.9%	0-169	0.4%	53%	False	False	123,974
20	121-260	119-040	2-220	2.2%	0-158	0.4%	21%	False	False	63,608

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-152
2.618	120-260
1.618	120-130
1.000	120-050
0.618	120-000
HIGH	119-240
0.618	119-190
0.500	119-175
0.382	119-160
LOW	119-110
0.618	119-030
1.000	118-300
1.618	118-220
2.618	118-090
4.250	117-198

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	119-205	119-213
PP	119-190	119-207
S1	119-175	119-200

Download as Excel Spreadsheet

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

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