ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 31-Mar-2011

Day Change Summary
	Previous	Current
	30-Mar-2011	31-Mar-2011	Change	Change %	Previous Week
Open	116-202	116-290	0-088	0.2%	118-027
High	116-295	117-010	0-035	0.1%	118-040
Low	116-165	116-175	0-010	0.0%	116-260
Close	116-267	116-252	-0-015	0.0%	116-282
Range	0-130	0-155	0-025	19.2%	1-100
ATR	0-161	0-160	0-000	-0.2%	0-000
Volume	441,340	623,842	182,502	41.4%	3,016,289

Daily Pivots for day following 31-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-077	118-000	117-017
R3	117-242	117-165	116-295
R2	117-087	117-087	116-280
R1	117-010	117-010	116-266	116-291
PP	116-252	116-252	116-252	116-233
S1	116-175	116-175	116-238	116-136
S2	116-097	116-097	116-224
S3	115-262	116-020	116-209
S4	115-107	115-185	116-167

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-067	120-115	117-193
R3	119-287	119-015	117-078
R2	118-187	118-187	117-039
R1	117-235	117-235	117-000	117-161
PP	117-087	117-087	117-087	117-050
S1	116-135	116-135	116-244	116-061
S2	115-307	115-307	116-205
S3	114-207	115-035	116-166
S4	113-107	113-255	116-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-110	116-165	0-265	0.7%	0-138	0.4%	33%	False	False	556,518
10	118-112	116-165	1-267	1.6%	0-142	0.4%	15%	False	False	572,397
20	118-250	115-285	2-285	2.5%	0-179	0.5%	31%	False	False	651,340
40	118-250	115-040	3-210	3.1%	0-160	0.4%	45%	False	False	440,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-029
2.618	118-096
1.618	117-261
1.000	117-165
0.618	117-106
HIGH	117-010
0.618	116-271
0.500	116-252
0.382	116-234
LOW	116-175
0.618	116-079
1.000	116-020
1.618	115-244
2.618	115-089
4.250	114-156

Fisher Pivots for day following 31-Mar-2011
Pivot	1 day	3 day
R1	116-252	116-250
PP	116-252	116-249
S1	116-252	116-248

Download as Excel Spreadsheet

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

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