ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	116-317	117-200	0-203	0.5%	116-145
High	117-222	117-252	0-030	0.1%	117-015
Low	116-307	117-130	0-143	0.4%	116-067
Close	117-215	117-155	-0-060	-0.2%	116-307
Range	0-235	0-122	-0-113	-48.1%	0-268
ATR	0-166	0-163	-0-003	-1.9%	0-000
Volume	0	995,464	995,464		2,839,561

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-225	118-152	117-222
R3	118-103	118-030	117-189
R2	117-301	117-301	117-177
R1	117-228	117-228	117-166	117-204
PP	117-179	117-179	117-179	117-167
S1	117-106	117-106	117-144	117-082
S2	117-057	117-057	117-133
S3	116-255	116-304	117-121
S4	116-133	116-182	117-088

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	117-252	116-117	1-135	1.2%	0-156	0.4%	79%	True	False	574,307
10	117-252	116-060	1-192	1.4%	0-150	0.4%	81%	True	False	582,612
20	118-240	116-060	2-180	2.2%	0-163	0.4%	51%	False	False	604,017
40	118-240	116-060	2-180	2.2%	0-168	0.4%	51%	False	False	521,779
60	120-020	116-060	3-280	3.3%	0-183	0.5%	33%	False	False	500,914
80	121-260	116-060	5-200	4.8%	0-176	0.5%	23%	False	False	388,310

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-130
2.618	118-251
1.618	118-129
1.000	118-054
0.618	118-007
HIGH	117-252
0.618	117-205
0.500	117-191
0.382	117-177
LOW	117-130
0.618	117-055
1.000	117-008
1.618	116-253
2.618	116-131
4.250	115-252

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	117-191	117-129
PP	117-179	117-102
S1	117-167	117-076

Download as Excel Spreadsheet

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

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