ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 117-172 117-232 0-060 0.2% 116-317
High 117-232 117-292 0-060 0.2% 117-265
Low 117-145 117-217 0-072 0.2% 116-307
Close 117-215 117-280 0-065 0.2% 117-215
Range 0-087 0-075 -0-012 -13.8% 0-278
ATR 0-155 0-149 -0-006 -3.6% 0-000
Volume 651,700 206,972 -444,728 -68.2% 2,636,575
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-168 118-139 118-001
R3 118-093 118-064 117-301
R2 118-018 118-018 117-294
R1 117-309 117-309 117-287 118-004
PP 117-263 117-263 117-263 117-270
S1 117-234 117-234 117-273 117-248
S2 117-188 117-188 117-266
S3 117-113 117-159 117-259
S4 117-038 117-084 117-239
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
5 117-292 116-307 0-305 0.8% 0-128 0.3% 96% True False 568,709
10 117-292 116-067 1-225 1.4% 0-129 0.3% 98% True False 568,310
20 118-240 116-060 2-180 2.2% 0-152 0.4% 66% False False 608,576
40 118-240 116-060 2-180 2.2% 0-159 0.4% 66% False False 547,949
60 119-232 116-060 3-172 3.0% 0-178 0.5% 48% False False 508,524
80 121-260 116-060 5-200 4.8% 0-178 0.5% 30% False False 411,381
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 118-291
2.618 118-168
1.618 118-093
1.000 118-047
0.618 118-018
HIGH 117-292
0.618 117-263
0.500 117-254
0.382 117-246
LOW 117-217
0.618 117-171
1.000 117-142
1.618 117-096
2.618 117-021
4.250 116-218
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 117-272 117-260
PP 117-263 117-239
S1 117-254 117-218

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

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