ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	119-270	119-000	-0-270	-0.7%	119-070
High	119-270	119-050	-0-220	-0.6%	120-060
Low	118-290	118-210	-0-080	-0.2%	119-060
Close	119-020	118-270	-0-070	-0.2%	119-180
Range	0-300	0-160	-0-140	-46.7%	1-000
ATR	0-157	0-157	0-000	0.2%	0-000
Volume	608,910	780,184	171,274	28.1%	868,788

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-123	120-037	119-038
R3	119-283	119-197	118-314
R2	119-123	119-123	118-299
R1	119-037	119-037	118-285	119-000
PP	118-283	118-283	118-283	118-265
S1	118-197	118-197	118-255	118-160
S2	118-123	118-123	118-241
S3	117-283	118-037	118-226
S4	117-123	117-197	118-182

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	118-210	1-130	1.2%	0-182	0.5%	13%	False	True	524,256
10	120-060	118-210	1-170	1.3%	0-172	0.5%	12%	False	True	310,698
20	121-260	118-210	3-050	2.7%	0-176	0.5%	6%	False	True	158,891
40	121-260	118-210	3-050	2.7%	0-104	0.3%	6%	False	True	79,597

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-090
2.618	120-149
1.618	119-309
1.000	119-210
0.618	119-149
HIGH	119-050
0.618	118-309
0.500	118-290
0.382	118-271
LOW	118-210
0.618	118-111
1.000	118-050
1.618	117-271
2.618	117-111
4.250	116-170

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	118-290	119-115
PP	118-283	119-060
S1	118-277	119-005

Download as Excel Spreadsheet

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

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