ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	116-187	116-112	-0-075	-0.2%	116-280
High	116-250	116-245	-0-005	0.0%	116-305
Low	116-085	116-105	0-020	0.1%	116-060
Close	116-097	116-150	0-053	0.1%	116-150
Range	0-165	0-140	-0-025	-15.2%	0-245
ATR	0-176	0-174	-0-002	-1.1%	0-000
Volume	701,896	580,689	-121,207	-17.3%	3,131,014

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-267	117-188	116-227
R3	117-127	117-048	116-188
R2	116-307	116-307	116-176
R1	116-228	116-228	116-163	116-268
PP	116-167	116-167	116-167	116-186
S1	116-088	116-088	116-137	116-128
S2	116-027	116-027	116-124
S3	115-207	115-268	116-112
S4	115-067	115-128	116-073

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-267	118-133	116-285
R3	118-022	117-208	116-217
R2	117-097	117-097	116-195
R1	116-283	116-283	116-172	116-228
PP	116-172	116-172	116-172	116-144
S1	116-038	116-038	116-128	115-302
S2	115-247	115-247	116-105
S3	115-002	115-113	116-083
S4	114-077	114-188	116-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-305	116-060	0-245	0.7%	0-165	0.4%	37%	False	False	626,202
10	118-240	116-060	2-180	2.2%	0-175	0.5%	11%	False	False	648,842
20	118-240	116-060	2-180	2.2%	0-167	0.4%	11%	False	False	589,109
40	118-240	116-060	2-180	2.2%	0-170	0.5%	11%	False	False	478,175
60	120-060	116-060	4-000	3.4%	0-185	0.5%	7%	False	False	452,842
80	121-260	116-060	5-200	4.8%	0-167	0.4%	5%	False	False	340,398

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-200
2.618	117-292
1.618	117-152
1.000	117-065
0.618	117-012
HIGH	116-245
0.618	116-192
0.500	116-175
0.382	116-158
LOW	116-105
0.618	116-018
1.000	115-285
1.618	115-198
2.618	115-058
4.250	114-150

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	116-175	116-155
PP	116-167	116-153
S1	116-158	116-152

Download as Excel Spreadsheet

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

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