ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	116-065	116-237	0-172	0.5%	116-260
High	116-270	116-297	0-027	0.1%	117-067
Low	115-285	116-165	0-200	0.5%	115-285
Close	116-255	116-237	-0-018	0.0%	116-255
Range	0-305	0-132	-0-173	-56.7%	1-102
ATR	0-146	0-145	-0-001	-0.7%	0-000
Volume	837,235	542,796	-294,439	-35.2%	3,695,760

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-309	117-245	116-310
R3	117-177	117-113	116-273
R2	117-045	117-045	116-261
R1	116-301	116-301	116-249	116-303
PP	116-233	116-233	116-233	116-234
S1	116-169	116-169	116-225	116-171
S2	116-101	116-101	116-213
S3	115-289	116-037	116-201
S4	115-157	115-225	116-164

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-188	120-004	117-167
R3	119-086	118-222	117-051
R2	117-304	117-304	117-012
R1	117-120	117-120	116-294	117-001
PP	116-202	116-202	116-202	116-143
S1	116-018	116-018	116-216	115-219
S2	115-100	115-100	116-178
S3	113-318	114-236	116-139
S4	112-216	113-134	116-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-067	115-285	1-102	1.1%	0-197	0.5%	64%	False	False	750,022
10	117-067	115-285	1-102	1.1%	0-163	0.4%	64%	False	False	567,323
20	117-067	115-040	2-027	1.8%	0-146	0.4%	78%	False	False	297,611

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-041
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-218
2.618	118-003
1.618	117-191
1.000	117-109
0.618	117-059
HIGH	116-297
0.618	116-247
0.500	116-231
0.382	116-215
LOW	116-165
0.618	116-083
1.000	116-033
1.618	115-271
2.618	115-139
4.250	114-244

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	116-235	116-202
PP	116-233	116-166
S1	116-231	116-131

Download as Excel Spreadsheet

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

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