ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	116-097	116-187	0-090	0.2%	118-205
High	116-245	116-250	0-005	0.0%	118-240
Low	116-060	116-085	0-025	0.1%	116-227
Close	116-222	116-097	-0-125	-0.3%	116-272
Range	0-185	0-165	-0-020	-10.8%	2-013
ATR	0-177	0-176	-0-001	-0.5%	0-000
Volume	708,514	701,896	-6,618	-0.9%	3,357,410

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-319	117-213	116-188
R3	117-154	117-048	116-142
R2	116-309	116-309	116-127
R1	116-203	116-203	116-112	116-174
PP	116-144	116-144	116-144	116-129
S1	116-038	116-038	116-082	116-008
S2	115-299	115-299	116-067
S3	115-134	115-193	116-052
S4	114-289	115-028	116-006

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	117-160	116-060	1-100	1.1%	0-187	0.5%	9%	False	False	680,499
10	118-240	116-060	2-180	2.2%	0-183	0.5%	5%	False	False	655,912
20	118-240	116-060	2-180	2.2%	0-168	0.5%	5%	False	False	586,008
40	118-240	116-060	2-180	2.2%	0-172	0.5%	5%	False	False	476,218
60	120-060	116-060	4-000	3.4%	0-185	0.5%	3%	False	False	443,319
80	121-260	116-060	5-200	4.8%	0-166	0.4%	2%	False	False	333,140

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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-311
2.618	118-042
1.618	117-197
1.000	117-095
0.618	117-032
HIGH	116-250
0.618	116-187
0.500	116-168
0.382	116-148
LOW	116-085
0.618	115-303
1.000	115-240
1.618	115-138
2.618	114-293
4.250	114-024

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	116-168	116-182
PP	116-144	116-154
S1	116-120	116-126

Download as Excel Spreadsheet

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

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