ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	117-232	117-262	0-030	0.1%	116-317
High	117-292	118-012	0-040	0.1%	117-265
Low	117-217	117-165	-0-052	-0.1%	116-307
Close	117-280	117-310	0-030	0.1%	117-215
Range	0-075	0-167	0-092	122.7%	0-278
ATR	0-149	0-150	0-001	0.9%	0-000
Volume	206,972	131,837	-75,135	-36.3%	2,636,575

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-130	119-067	118-082
R3	118-283	118-220	118-036
R2	118-116	118-116	118-021
R1	118-053	118-053	118-005	118-084
PP	117-269	117-269	117-269	117-285
S1	117-206	117-206	117-295	117-238
S2	117-102	117-102	117-279
S3	116-255	117-039	117-264
S4	116-088	116-192	117-218

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-030	119-240	118-048
R3	119-072	118-282	117-291
R2	118-114	118-114	117-266
R1	118-004	118-004	117-240	118-059
PP	117-156	117-156	117-156	117-183
S1	117-046	117-046	117-190	117-101
S2	116-198	116-198	117-164
S3	115-240	116-088	117-139
S4	114-282	115-130	117-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-012	117-130	0-202	0.5%	0-114	0.3%	89%	True	False	595,076
10	118-012	116-067	1-265	1.5%	0-138	0.4%	96%	True	False	543,857
20	118-155	116-060	2-095	1.9%	0-153	0.4%	78%	False	False	587,842
40	118-240	116-060	2-180	2.2%	0-160	0.4%	70%	False	False	548,132
60	119-232	116-060	3-172	3.0%	0-179	0.5%	50%	False	False	497,718
80	121-260	116-060	5-200	4.8%	0-178	0.5%	32%	False	False	413,011
100	121-260	116-060	5-200	4.8%	0-149	0.4%	32%	False	False	330,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-082
2.618	119-129
1.618	118-282
1.000	118-179
0.618	118-115
HIGH	118-012
0.618	117-268
0.500	117-248
0.382	117-229
LOW	117-165
0.618	117-062
1.000	116-318
1.618	116-215
2.618	116-048
4.250	115-095

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	117-290	117-286
PP	117-269	117-262
S1	117-248	117-238

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols