ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	116-295	116-317	0-022	0.1%	116-145
High	117-015	117-222	0-207	0.6%	117-015
Low	116-220	116-307	0-087	0.2%	116-067
Close	116-307	117-215	0-228	0.6%	116-307
Range	0-115	0-235	0-120	104.3%	0-268
ATR	0-161	0-166	0-005	3.3%	0-000
Volume	494,131	0	-494,131	-100.0%	2,839,561

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-206	119-126	118-024
R3	118-291	118-211	117-280
R2	118-056	118-056	117-258
R1	117-296	117-296	117-237	118-016
PP	117-141	117-141	117-141	117-162
S1	117-061	117-061	117-193	117-101
S2	116-226	116-226	117-172
S3	115-311	116-146	117-150
S4	115-076	115-231	117-086

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-080	118-302	117-134
R3	118-132	118-034	117-061
R2	117-184	117-184	117-036
R1	117-086	117-086	117-012	117-135
PP	116-236	116-236	116-236	116-261
S1	116-138	116-138	116-282	116-187
S2	115-288	115-288	116-258
S3	115-020	115-190	116-233
S4	114-072	114-242	116-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-222	116-067	1-155	1.3%	0-162	0.4%	99%	True	False	492,637
10	117-222	116-060	1-162	1.3%	0-160	0.4%	99%	True	False	545,784
20	118-240	116-060	2-180	2.2%	0-166	0.4%	58%	False	False	586,849
40	118-240	116-060	2-180	2.2%	0-170	0.5%	58%	False	False	500,784
60	120-020	116-060	3-280	3.3%	0-184	0.5%	38%	False	False	491,816
80	121-260	116-060	5-200	4.8%	0-174	0.5%	26%	False	False	375,869

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	120-261
2.618	119-197
1.618	118-282
1.000	118-137
0.618	118-047
HIGH	117-222
0.618	117-132
0.500	117-104
0.382	117-077
LOW	116-307
0.618	116-162
1.000	116-072
1.618	115-247
2.618	115-012
4.250	113-268

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	117-178	117-154
PP	117-141	117-092
S1	117-104	117-031

Download as Excel Spreadsheet

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

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