ECBOT 5 Year T-Note Future March 2011

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

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	118-205	118-147	-0-058	-0.2%	117-262
High	118-240	118-155	-0-085	-0.2%	118-217
Low	118-102	117-305	-0-117	-0.3%	117-210
Close	118-132	118-022	-0-110	-0.3%	118-177
Range	0-138	0-170	0-032	23.2%	1-007
ATR	0-170	0-170	0-000	0.0%	0-000
Volume	546,513	556,195	9,682	1.8%	2,772,018

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-244	119-143	118-116
R3	119-074	118-293	118-069
R2	118-224	118-224	118-053
R1	118-123	118-123	118-038	118-088
PP	118-054	118-054	118-054	118-037
S1	117-273	117-273	118-006	117-238
S2	117-204	117-204	117-311
S3	117-034	117-103	117-295
S4	116-184	116-253	117-248

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%	0-163	0.4%	31%	False	False	571,922
10	118-240	117-180	1-060	1.0%	0-155	0.4%	43%	False	False	530,607
20	118-240	116-312	1-248	1.5%	0-165	0.4%	62%	False	False	520,605
40	119-232	116-200	3-032	2.6%	0-187	0.5%	47%	False	False	451,583
60	121-210	116-200	5-010	4.3%	0-187	0.5%	29%	False	False	363,975
80	121-260	116-200	5-060	4.4%	0-150	0.4%	28%	False	False	273,078

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 2 trading days

Fibonacci Retracements and Extensions
4.250	120-238
2.618	119-280
1.618	119-110
1.000	119-005
0.618	118-260
HIGH	118-155
0.618	118-090
0.500	118-070
0.382	118-050
LOW	117-305
0.618	117-200
1.000	117-135
1.618	117-030
2.618	116-180
4.250	115-222

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	118-070	118-112
PP	118-054	118-082
S1	118-038	118-052

Download as Excel Spreadsheet

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

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