ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	118-010	117-205	-0-125	-0.3%	116-317
High	118-045	117-237	-0-128	-0.3%	117-265
Low	117-215	117-027	-0-188	-0.5%	116-307
Close	117-242	117-035	-0-207	-0.5%	117-215
Range	0-150	0-210	0-060	40.0%	0-278
ATR	0-150	0-155	0-005	3.1%	0-000
Volume	59,019	38,334	-20,685	-35.0%	2,636,575

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-090	118-272	117-150
R3	118-200	118-062	117-093
R2	117-310	117-310	117-074
R1	117-172	117-172	117-054	117-136
PP	117-100	117-100	117-100	117-082
S1	116-282	116-282	117-016	116-246
S2	116-210	116-210	116-316
S3	116-000	116-072	116-297
S4	115-110	115-182	116-240

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	118-045	117-027	1-018	0.9%	0-138	0.4%	2%	False	True	217,572
10	118-045	116-160	1-205	1.4%	0-146	0.4%	37%	False	False	430,586
20	118-045	116-060	1-305	1.7%	0-153	0.4%	47%	False	False	530,632
40	118-240	116-060	2-180	2.2%	0-160	0.4%	36%	False	False	531,128
60	119-225	116-060	3-165	3.0%	0-176	0.5%	26%	False	False	483,009
80	121-150	116-060	5-090	4.5%	0-180	0.5%	17%	False	False	414,132
100	121-260	116-060	5-200	4.8%	0-152	0.4%	16%	False	False	331,442

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	0-030
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-170
2.618	119-147
1.618	118-257
1.000	118-127
0.618	118-047
HIGH	117-237
0.618	117-157
0.500	117-132
0.382	117-107
LOW	117-027
0.618	116-217
1.000	116-137
1.618	116-007
2.618	115-117
4.250	114-094

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	117-132	117-196
PP	117-100	117-142
S1	117-067	117-089

Download as Excel Spreadsheet

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

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