ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	117-150	117-172	0-022	0.1%	116-317
High	117-265	117-232	-0-033	-0.1%	117-265
Low	117-145	117-145	0-000	0.0%	116-307
Close	117-192	117-215	0-023	0.1%	117-215
Range	0-120	0-087	-0-033	-27.5%	0-278
ATR	0-160	0-155	-0-005	-3.3%	0-000
Volume	989,411	651,700	-337,711	-34.1%	2,636,575

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-138	118-104	117-263
R3	118-051	118-017	117-239
R2	117-284	117-284	117-231
R1	117-250	117-250	117-223	117-267
PP	117-197	117-197	117-197	117-206
S1	117-163	117-163	117-207	117-180
S2	117-110	117-110	117-199
S3	117-023	117-076	117-191
S4	116-256	116-309	117-167

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-030	119-240	118-048
R3	119-072	118-282	117-291
R2	118-114	118-114	117-266
R1	118-004	118-004	117-240	118-059
PP	117-156	117-156	117-156	117-183
S1	117-046	117-046	117-190	117-101
S2	116-198	116-198	117-164
S3	115-240	116-088	117-139
S4	114-282	115-130	117-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-265	116-220	1-045	1.0%	0-136	0.4%	86%	False	False	626,141
10	117-265	116-067	1-198	1.4%	0-136	0.4%	90%	False	False	605,682
20	118-240	116-060	2-180	2.2%	0-159	0.4%	58%	False	False	630,797
40	118-240	116-060	2-180	2.2%	0-161	0.4%	58%	False	False	549,341
60	119-270	116-060	3-210	3.1%	0-182	0.5%	41%	False	False	515,223
80	121-260	116-060	5-200	4.8%	0-177	0.5%	26%	False	False	408,807

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-282
2.618	118-140
1.618	118-053
1.000	117-319
0.618	117-286
HIGH	117-232
0.618	117-199
0.500	117-188
0.382	117-178
LOW	117-145
0.618	117-091
1.000	117-058
1.618	117-004
2.618	116-237
4.250	116-095

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	117-206	117-209
PP	117-197	117-203
S1	117-188	117-198

Download as Excel Spreadsheet

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

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