ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	119-200	119-270	0-070	0.2%	119-070
High	120-020	119-270	-0-070	-0.2%	120-060
Low	119-190	118-290	-0-220	-0.6%	119-060
Close	119-270	119-020	-0-250	-0.7%	119-180
Range	0-150	0-300	0-150	100.0%	1-000
ATR	0-146	0-157	0-011	7.6%	0-000
Volume	519,947	608,910	88,963	17.1%	868,788

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-027	121-163	119-185
R3	121-047	120-183	119-102
R2	120-067	120-067	119-075
R1	119-203	119-203	119-048	119-145
PP	119-087	119-087	119-087	119-058
S1	118-223	118-223	118-312	118-165
S2	118-107	118-107	118-285
S3	117-127	117-243	118-258
S4	116-147	116-263	118-175

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	120-020	118-290	1-050	1.0%	0-202	0.5%	14%	False	True	415,932
10	120-060	118-290	1-090	1.1%	0-169	0.4%	12%	False	True	234,220
20	121-260	118-290	2-290	2.4%	0-175	0.5%	5%	False	True	119,952

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	123-265
2.618	122-095
1.618	121-115
1.000	120-250
0.618	120-135
HIGH	119-270
0.618	119-155
0.500	119-120
0.382	119-085
LOW	118-290
0.618	118-105
1.000	117-310
1.618	117-125
2.618	116-145
4.250	114-295

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	119-120	119-155
PP	119-087	119-110
S1	119-053	119-065

Download as Excel Spreadsheet

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

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