ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	116-287	116-097	-0-190	-0.5%	118-205
High	116-305	116-245	-0-060	-0.2%	118-240
Low	116-082	116-060	-0-022	-0.1%	116-227
Close	116-110	116-222	0-112	0.3%	116-272
Range	0-223	0-185	-0-038	-17.0%	2-013
ATR	0-176	0-177	0-001	0.4%	0-000
Volume	627,182	708,514	81,332	13.0%	3,357,410

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-091	118-021	117-004
R3	117-226	117-156	116-273
R2	117-041	117-041	116-256
R1	116-291	116-291	116-239	117-006
PP	116-176	116-176	116-176	116-193
S1	116-106	116-106	116-205	116-141
S2	115-311	115-311	116-188
S3	115-126	115-241	116-171
S4	114-261	115-056	116-120

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	117-235	116-060	1-175	1.3%	0-187	0.5%	33%	False	True	683,553
10	118-240	116-060	2-180	2.2%	0-184	0.5%	20%	False	True	645,847
20	118-240	116-060	2-180	2.2%	0-166	0.4%	20%	False	True	574,390
40	118-240	116-060	2-180	2.2%	0-176	0.5%	20%	False	True	473,209
60	120-060	116-060	4-000	3.4%	0-188	0.5%	13%	False	True	431,906
80	121-260	116-060	5-200	4.8%	0-164	0.4%	9%	False	True	324,366

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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-071
2.618	118-089
1.618	117-224
1.000	117-110
0.618	117-039
HIGH	116-245
0.618	116-174
0.500	116-152
0.382	116-131
LOW	116-060
0.618	115-266
1.000	115-195
1.618	115-081
2.618	114-216
4.250	113-234

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	116-199	116-209
PP	116-176	116-196
S1	116-152	116-182

Download as Excel Spreadsheet

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

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