ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	117-172	117-157	-0-015	0.0%	117-187
High	117-257	117-212	-0-045	-0.1%	118-250
Low	117-147	117-042	-0-105	-0.3%	117-150
Close	117-165	117-060	-0-105	-0.3%	118-017
Range	0-110	0-170	0-060	54.5%	1-100
ATR	0-170	0-170	0-000	0.0%	0-000
Volume	531,647	631,838	100,191	18.8%	3,990,749

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-295	118-187	117-154
R3	118-125	118-017	117-107
R2	117-275	117-275	117-091
R1	117-167	117-167	117-076	117-136
PP	117-105	117-105	117-105	117-089
S1	116-317	116-317	117-044	116-286
S2	116-255	116-255	117-029
S3	116-085	116-147	117-013
S4	115-235	115-297	116-286

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-115	118-248
R3	120-232	120-015	118-132
R2	119-132	119-132	118-094
R1	118-235	118-235	118-056	119-024
PP	118-032	118-032	118-032	118-087
S1	117-135	117-135	117-298	117-244
S2	116-252	116-252	117-260
S3	115-152	116-035	117-222
S4	114-052	114-255	117-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-112	117-042	1-070	1.0%	0-146	0.4%	5%	False	True	588,277
10	118-250	117-042	1-208	1.4%	0-196	0.5%	3%	False	True	699,597
20	118-250	115-285	2-285	2.5%	0-180	0.5%	45%	False	False	684,965
40	118-250	115-040	3-210	3.1%	0-149	0.4%	56%	False	False	370,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-294
2.618	119-017
1.618	118-167
1.000	118-062
0.618	117-317
HIGH	117-212
0.618	117-147
0.500	117-127
0.382	117-107
LOW	117-042
0.618	116-257
1.000	116-192
1.618	116-087
2.618	115-237
4.250	114-280

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	117-127	117-150
PP	117-105	117-120
S1	117-082	117-090

Download as Excel Spreadsheet

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

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