ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	116-280	116-287	0-007	0.0%	118-205
High	116-292	116-305	0-013	0.0%	118-240
Low	116-182	116-082	-0-100	-0.3%	116-227
Close	116-282	116-110	-0-172	-0.5%	116-272
Range	0-110	0-223	0-113	102.7%	2-013
ATR	0-173	0-176	0-004	2.1%	0-000
Volume	512,733	627,182	114,449	22.3%	3,357,410

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-195	118-055	116-233
R3	117-292	117-152	116-171
R2	117-069	117-069	116-151
R1	116-249	116-249	116-130	116-208
PP	116-166	116-166	116-166	116-145
S1	116-026	116-026	116-090	115-304
S2	115-263	115-263	116-069
S3	115-040	115-123	116-049
S4	114-137	114-220	115-307

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	118-080	116-082	1-318	1.7%	0-190	0.5%	4%	False	True	678,923
10	118-240	116-082	2-158	2.1%	0-176	0.5%	4%	False	True	625,422
20	118-240	116-082	2-158	2.1%	0-164	0.4%	4%	False	True	562,412
40	118-240	116-082	2-158	2.1%	0-180	0.5%	4%	False	True	468,122
60	120-260	116-082	4-178	3.9%	0-189	0.5%	2%	False	True	420,103
80	121-260	116-082	5-178	4.8%	0-161	0.4%	2%	False	True	315,510

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-293
2.618	118-249
1.618	118-026
1.000	117-208
0.618	117-123
HIGH	116-305
0.618	116-220
0.500	116-194
0.382	116-167
LOW	116-082
0.618	115-264
1.000	115-179
1.618	115-041
2.618	114-138
4.250	113-094

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	116-194	116-281
PP	116-166	116-224
S1	116-138	116-167

Download as Excel Spreadsheet

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

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