ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	118-040	117-220	-0-140	-0.4%	117-262
High	118-080	117-235	-0-165	-0.4%	118-217
Low	117-200	117-072	-0-128	-0.3%	117-210
Close	117-220	117-127	-0-093	-0.2%	118-177
Range	0-200	0-163	-0-037	-18.5%	1-007
ATR	0-172	0-172	-0-001	-0.4%	0-000
Volume	685,362	717,168	31,806	4.6%	2,772,018

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-314	118-223	117-217
R3	118-151	118-060	117-172
R2	117-308	117-308	117-157
R1	117-217	117-217	117-142	117-181
PP	117-145	117-145	117-145	117-126
S1	117-054	117-054	117-112	117-018
S2	116-302	116-302	117-097
S3	116-139	116-211	117-082
S4	115-296	116-048	117-037

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-116	120-313	119-037
R3	120-109	119-306	118-267
R2	119-102	119-102	118-237
R1	118-299	118-299	118-207	119-040
PP	118-095	118-095	118-095	118-125
S1	117-292	117-292	118-147	118-034
S2	117-088	117-088	118-117
S3	116-081	116-285	118-087
S4	115-074	115-278	117-317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-240	117-072	1-168	1.3%	0-178	0.5%	11%	False	True	631,326
10	118-240	117-072	1-168	1.3%	0-158	0.4%	11%	False	True	572,722
20	118-240	117-030	1-210	1.4%	0-161	0.4%	18%	False	False	539,979
40	118-247	116-200	2-047	1.8%	0-183	0.5%	36%	False	False	460,837
60	121-130	116-200	4-250	4.1%	0-190	0.5%	16%	False	False	387,152
80	121-260	116-200	5-060	4.4%	0-154	0.4%	15%	False	False	290,609

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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-288
2.618	119-022
1.618	118-179
1.000	118-078
0.618	118-016
HIGH	117-235
0.618	117-173
0.500	117-154
0.382	117-134
LOW	117-072
0.618	116-291
1.000	116-229
1.618	116-128
2.618	115-285
4.250	115-019

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	117-154	117-274
PP	117-145	117-225
S1	117-136	117-176

Download as Excel Spreadsheet

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

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