ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	119-180	119-200	0-020	0.1%	119-070
High	119-240	120-020	0-100	0.3%	120-060
Low	119-110	119-190	0-080	0.2%	119-060
Close	119-220	119-270	0-050	0.1%	119-180
Range	0-130	0-150	0-020	15.4%	1-000
ATR	0-145	0-146	0-000	0.2%	0-000
Volume	262,619	519,947	257,328	98.0%	868,788

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-077	121-003	120-032
R3	120-247	120-173	119-311
R2	120-097	120-097	119-298
R1	120-023	120-023	119-284	120-060
PP	119-267	119-267	119-267	119-285
S1	119-193	119-193	119-256	119-230
S2	119-117	119-117	119-242
S3	118-287	119-043	119-229
S4	118-137	118-213	119-188

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	119-070	0-310	0.8%	0-168	0.4%	65%	False	False	320,626
10	120-060	119-040	1-020	0.9%	0-155	0.4%	68%	False	False	174,260
20	121-260	119-040	2-220	2.2%	0-163	0.4%	27%	False	False	89,561

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-018
2.618	121-093
1.618	120-263
1.000	120-170
0.618	120-113
HIGH	120-020
0.618	119-283
0.500	119-265
0.382	119-247
LOW	119-190
0.618	119-097
1.000	119-040
1.618	118-267
2.618	118-117
4.250	117-192

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	119-268	119-250
PP	119-267	119-230
S1	119-265	119-210

Download as Excel Spreadsheet

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

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