ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	116-145	116-150	0-005	0.0%	116-280
High	116-192	116-217	0-025	0.1%	116-305
Low	116-115	116-067	-0-048	-0.1%	116-060
Close	116-170	116-192	0-022	0.1%	116-150
Range	0-077	0-150	0-073	94.8%	0-245
ATR	0-167	0-166	-0-001	-0.7%	0-000
Volume	376,374	587,114	210,740	56.0%	3,131,014

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-289	117-230	116-274
R3	117-139	117-080	116-233
R2	116-309	116-309	116-220
R1	116-250	116-250	116-206	116-280
PP	116-159	116-159	116-159	116-173
S1	116-100	116-100	116-178	116-130
S2	116-009	116-009	116-164
S3	115-179	115-270	116-151
S4	115-029	115-120	116-110

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	116-250	116-060	0-190	0.5%	0-143	0.4%	69%	False	False	590,917
10	118-080	116-060	2-020	1.8%	0-167	0.4%	20%	False	False	634,920
20	118-240	116-060	2-180	2.2%	0-161	0.4%	16%	False	False	582,763
40	118-240	116-060	2-180	2.2%	0-166	0.4%	16%	False	False	480,066
60	120-060	116-060	4-000	3.4%	0-185	0.5%	10%	False	False	468,196
80	121-260	116-060	5-200	4.8%	0-170	0.5%	7%	False	False	352,441

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-214
2.618	117-290
1.618	117-140
1.000	117-047
0.618	116-310
HIGH	116-217
0.618	116-160
0.500	116-142
0.382	116-124
LOW	116-067
0.618	115-294
1.000	115-237
1.618	115-144
2.618	114-314
4.250	114-070

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	116-175	116-180
PP	116-159	116-168
S1	116-142	116-156

Download as Excel Spreadsheet

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

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