ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 116-205 116-172 -0-033 -0.1% 116-280
High 116-252 117-015 0-083 0.2% 116-305
Low 116-117 116-160 0-043 0.1% 116-060
Close 116-172 116-290 0-118 0.3% 116-150
Range 0-135 0-175 0-040 29.6% 0-245
ATR 0-164 0-164 0-001 0.5% 0-000
Volume 642,950 738,992 96,042 14.9% 3,131,014
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-147 118-073 117-066
R3 117-292 117-218 117-018
R2 117-117 117-117 117-002
R1 117-043 117-043 116-306 117-080
PP 116-262 116-262 116-262 116-280
S1 116-188 116-188 116-274 116-225
S2 116-087 116-087 116-258
S3 115-232 116-013 116-242
S4 115-057 115-158 116-194
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
5 117-015 116-067 0-268 0.7% 0-135 0.4% 83% True False 585,223
10 117-160 116-060 1-100 1.1% 0-161 0.4% 55% False False 632,861
20 118-240 116-060 2-180 2.2% 0-160 0.4% 28% False False 602,792
40 118-240 116-060 2-180 2.2% 0-167 0.4% 28% False False 497,255
60 120-060 116-060 4-000 3.4% 0-185 0.5% 18% False False 489,763
80 121-260 116-060 5-200 4.8% 0-172 0.5% 13% False False 369,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-119
2.618 118-153
1.618 117-298
1.000 117-190
0.618 117-123
HIGH 117-015
0.618 116-268
0.500 116-248
0.382 116-227
LOW 116-160
0.618 116-052
1.000 115-305
1.618 115-197
2.618 115-022
4.250 114-056
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 116-276 116-260
PP 116-262 116-231
S1 116-248 116-201

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

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