ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 118-077 118-205 0-128 0.3% 117-262
High 118-217 118-240 0-023 0.1% 118-217
Low 117-317 118-102 0-105 0.3% 117-210
Close 118-177 118-132 -0-045 -0.1% 118-177
Range 0-220 0-138 -0-082 -37.3% 1-007
ATR 0-173 0-170 -0-002 -1.4% 0-000
Volume 651,394 546,513 -104,881 -16.1% 2,772,018
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-252 119-170 118-208
R3 119-114 119-032 118-170
R2 118-296 118-296 118-157
R1 118-214 118-214 118-145 118-186
PP 118-158 118-158 118-158 118-144
S1 118-076 118-076 118-119 118-048
S2 118-020 118-020 118-107
S3 117-202 117-258 118-094
S4 117-064 117-120 118-056
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
5 118-240 117-242 0-318 0.8% 0-166 0.4% 66% True False 591,104
10 118-240 117-180 1-060 1.0% 0-158 0.4% 72% True False 530,513
20 118-240 116-312 1-248 1.5% 0-166 0.4% 81% True False 508,421
40 119-232 116-200 3-032 2.6% 0-191 0.5% 58% False False 452,656
60 121-260 116-200 5-060 4.4% 0-186 0.5% 34% False False 354,734
80 121-260 116-200 5-060 4.4% 0-147 0.4% 34% False False 266,126
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 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-186
2.618 119-281
1.618 119-143
1.000 119-058
0.618 119-005
HIGH 118-240
0.618 118-187
0.500 118-171
0.382 118-155
LOW 118-102
0.618 118-017
1.000 117-284
1.618 117-199
2.618 117-061
4.250 116-156
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 118-171 118-115
PP 118-158 118-098
S1 118-145 118-081

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

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