ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	117-200	117-150	-0-050	-0.1%	116-145
High	117-252	117-265	0-013	0.0%	117-015
Low	117-130	117-145	0-015	0.0%	116-067
Close	117-155	117-192	0-037	0.1%	116-307
Range	0-122	0-120	-0-002	-1.6%	0-268
ATR	0-163	0-160	-0-003	-1.9%	0-000
Volume	995,464	989,411	-6,053	-0.6%	2,839,561

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-241	118-176	117-258
R3	118-121	118-056	117-225
R2	118-001	118-001	117-214
R1	117-256	117-256	117-203	117-288
PP	117-201	117-201	117-201	117-217
S1	117-136	117-136	117-181	117-168
S2	117-081	117-081	117-170
S3	116-281	117-016	117-159
S4	116-161	116-216	117-126

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	117-265	116-160	1-105	1.1%	0-153	0.4%	83%	True	False	643,599
10	117-265	116-067	1-198	1.4%	0-143	0.4%	86%	True	False	610,702
20	118-240	116-060	2-180	2.2%	0-163	0.4%	55%	False	False	628,274
40	118-240	116-060	2-180	2.2%	0-166	0.4%	55%	False	False	539,352
60	120-020	116-060	3-280	3.3%	0-183	0.5%	36%	False	False	513,027
80	121-260	116-060	5-200	4.8%	0-177	0.5%	25%	False	False	400,672

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-135
2.618	118-259
1.618	118-139
1.000	118-065
0.618	118-019
HIGH	117-265
0.618	117-219
0.500	117-205
0.382	117-191
LOW	117-145
0.618	117-071
1.000	117-025
1.618	116-271
2.618	116-151
4.250	115-275

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	117-205	117-170
PP	117-201	117-148
S1	117-196	117-126

Download as Excel Spreadsheet

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

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