ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	116-112	116-145	0-033	0.1%	116-280
High	116-245	116-192	-0-053	-0.1%	116-305
Low	116-105	116-115	0-010	0.0%	116-060
Close	116-150	116-170	0-020	0.1%	116-150
Range	0-140	0-077	-0-063	-45.0%	0-245
ATR	0-174	0-167	-0-007	-4.0%	0-000
Volume	580,689	376,374	-204,315	-35.2%	3,131,014

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-070	117-037	116-212
R3	116-313	116-280	116-191
R2	116-236	116-236	116-184
R1	116-203	116-203	116-177	116-220
PP	116-159	116-159	116-159	116-167
S1	116-126	116-126	116-163	116-142
S2	116-082	116-082	116-156
S3	116-005	116-049	116-149
S4	115-248	115-292	116-128

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%	0-158	0.4%	45%	False	False	598,931
10	118-155	116-060	2-095	2.0%	0-169	0.5%	15%	False	False	631,828
20	118-240	116-060	2-180	2.2%	0-163	0.4%	13%	False	False	581,170
40	118-240	116-060	2-180	2.2%	0-167	0.4%	13%	False	False	474,825
60	120-060	116-060	4-000	3.4%	0-184	0.5%	9%	False	False	458,858
80	121-260	116-060	5-200	4.8%	0-168	0.5%	6%	False	False	345,103

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	117-199
2.618	117-074
1.618	116-317
1.000	116-269
0.618	116-240
HIGH	116-192
0.618	116-163
0.500	116-154
0.382	116-144
LOW	116-115
0.618	116-067
1.000	116-038
1.618	115-310
2.618	115-233
4.250	115-108

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	116-164	116-169
PP	116-159	116-168
S1	116-154	116-168

Download as Excel Spreadsheet

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

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