ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	117-102	116-280	-0-142	-0.4%	118-205
High	117-160	116-292	-0-188	-0.5%	118-240
Low	116-227	116-182	-0-045	-0.1%	116-227
Close	116-272	116-282	0-010	0.0%	116-272
Range	0-253	0-110	-0-143	-56.5%	2-013
ATR	0-177	0-173	-0-005	-2.7%	0-000
Volume	852,172	512,733	-339,439	-39.8%	3,357,410

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-262	117-222	117-022
R3	117-152	117-112	116-312
R2	117-042	117-042	116-302
R1	117-002	117-002	116-292	117-022
PP	116-252	116-252	116-252	116-262
S1	116-212	116-212	116-272	116-232
S2	116-142	116-142	116-262
S3	116-032	116-102	116-252
S4	115-242	115-312	116-222

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	118-155	116-182	1-293	1.6%	0-179	0.5%	16%	False	True	664,726
10	118-240	116-182	2-058	1.9%	0-173	0.5%	14%	False	True	627,915
20	118-240	116-182	2-058	1.9%	0-157	0.4%	14%	False	True	548,282
40	118-240	116-182	2-058	1.9%	0-180	0.5%	14%	False	True	461,864
60	121-010	116-182	4-148	3.8%	0-187	0.5%	7%	False	True	409,829
80	121-260	116-182	5-078	4.5%	0-159	0.4%	6%	False	True	307,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	118-120
2.618	117-260
1.618	117-150
1.000	117-082
0.618	117-040
HIGH	116-292
0.618	116-250
0.500	116-237
0.382	116-224
LOW	116-182
0.618	116-114
1.000	116-072
1.618	116-004
2.618	115-214
4.250	115-034

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	116-267	117-048
PP	116-252	117-020
S1	116-237	116-311

Download as Excel Spreadsheet

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

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