ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	116-150	116-205	0-055	0.1%	116-280
High	116-217	116-252	0-035	0.1%	116-305
Low	116-067	116-117	0-050	0.1%	116-060
Close	116-192	116-172	-0-020	-0.1%	116-150
Range	0-150	0-135	-0-015	-10.0%	0-245
ATR	0-166	0-164	-0-002	-1.3%	0-000
Volume	587,114	642,950	55,836	9.5%	3,131,014

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-265	117-194	116-246
R3	117-130	117-059	116-209
R2	116-315	116-315	116-197
R1	116-244	116-244	116-184	116-212
PP	116-180	116-180	116-180	116-164
S1	116-109	116-109	116-160	116-077
S2	116-045	116-045	116-147
S3	115-230	115-294	116-135
S4	115-095	115-159	116-098

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	116-252	116-067	0-185	0.5%	0-133	0.4%	57%	True	False	577,804
10	117-235	116-060	1-175	1.3%	0-160	0.4%	23%	False	False	630,679
20	118-240	116-060	2-180	2.2%	0-162	0.4%	14%	False	False	596,040
40	118-240	116-060	2-180	2.2%	0-166	0.4%	14%	False	False	486,900
60	120-060	116-060	4-000	3.4%	0-185	0.5%	9%	False	False	478,250
80	121-260	116-060	5-200	4.8%	0-171	0.5%	6%	False	False	360,477

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-186
2.618	117-285
1.618	117-150
1.000	117-067
0.618	117-015
HIGH	116-252
0.618	116-200
0.500	116-184
0.382	116-169
LOW	116-117
0.618	116-034
1.000	115-302
1.618	115-219
2.618	115-084
4.250	114-183

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	116-184	116-168
PP	116-180	116-164
S1	116-176	116-160

Download as Excel Spreadsheet

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

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