ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	117-220	117-102	-0-118	-0.3%	118-205
High	117-235	117-160	-0-075	-0.2%	118-240
Low	117-072	116-227	-0-165	-0.4%	116-227
Close	117-127	116-272	-0-175	-0.5%	116-272
Range	0-163	0-253	0-090	55.2%	2-013
ATR	0-172	0-177	0-006	3.4%	0-000
Volume	717,168	852,172	135,004	18.8%	3,357,410

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-125	118-292	117-091
R3	118-192	118-039	117-022
R2	117-259	117-259	116-318
R1	117-106	117-106	116-295	117-056
PP	117-006	117-006	117-006	116-302
S1	116-173	116-173	116-249	116-123
S2	116-073	116-073	116-226
S3	115-140	115-240	116-202
S4	114-207	114-307	116-133

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-179	122-078	117-311
R3	121-166	120-065	117-132
R2	119-153	119-153	117-072
R1	118-052	118-052	117-012	117-256
PP	117-140	117-140	117-140	117-082
S1	116-039	116-039	116-212	115-243
S2	115-127	115-127	116-152
S3	113-114	114-026	116-092
S4	111-101	112-013	115-233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-240	116-227	2-013	1.7%	0-185	0.5%	7%	False	True	671,482
10	118-240	116-227	2-013	1.7%	0-173	0.5%	7%	False	True	612,942
20	118-240	116-227	2-013	1.7%	0-167	0.4%	7%	False	True	555,092
40	118-240	116-200	2-040	1.8%	0-181	0.5%	11%	False	False	463,782
60	121-010	116-200	4-130	3.8%	0-190	0.5%	5%	False	False	401,328
80	121-260	116-200	5-060	4.4%	0-157	0.4%	4%	False	False	301,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	120-275
2.618	119-182
1.618	118-249
1.000	118-093
0.618	117-316
HIGH	117-160
0.618	117-063
0.500	117-034
0.382	117-004
LOW	116-227
0.618	116-071
1.000	115-294
1.618	115-138
2.618	114-205
4.250	113-112

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	117-034	117-154
PP	117-006	117-086
S1	116-299	117-019

Download as Excel Spreadsheet

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

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