ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	117-205	117-047	-0-158	-0.4%	117-232
High	117-237	117-242	0-005	0.0%	118-045
Low	117-027	116-287	-0-060	-0.2%	116-287
Close	117-035	117-232	0-197	0.5%	117-232
Range	0-210	0-275	0-065	31.0%	1-078
ATR	0-155	0-164	0-009	5.5%	0-000
Volume	38,334	29,888	-8,446	-22.0%	466,050

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-012	119-237	118-063
R3	119-057	118-282	117-308
R2	118-102	118-102	117-282
R1	118-007	118-007	117-257	118-054
PP	117-147	117-147	117-147	117-171
S1	117-052	117-052	117-207	117-100
S2	116-192	116-192	117-182
S3	115-237	116-097	117-156
S4	114-282	115-142	117-081

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-102	120-245	118-131
R3	120-024	119-167	118-021
R2	118-266	118-266	117-305
R1	118-089	118-089	117-268	118-111
PP	117-188	117-188	117-188	117-199
S1	117-011	117-011	117-196	117-033
S2	116-110	116-110	117-159
S3	115-032	115-253	117-123
S4	113-274	114-175	117-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-045	116-287	1-078	1.1%	0-175	0.5%	67%	False	True	93,210
10	118-045	116-220	1-145	1.2%	0-156	0.4%	71%	False	False	359,675
20	118-045	116-060	1-305	1.7%	0-158	0.4%	79%	False	False	496,268
40	118-240	116-060	2-180	2.2%	0-160	0.4%	60%	False	False	518,124
60	118-247	116-060	2-187	2.2%	0-175	0.5%	59%	False	False	472,648
80	121-130	116-060	5-070	4.4%	0-182	0.5%	29%	False	False	414,431
100	121-260	116-060	5-200	4.8%	0-155	0.4%	27%	False	False	331,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	121-131
2.618	120-002
1.618	119-047
1.000	118-197
0.618	118-092
HIGH	117-242
0.618	117-137
0.500	117-104
0.382	117-072
LOW	116-287
0.618	116-117
1.000	116-012
1.618	115-162
2.618	114-207
4.250	113-078

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	117-190	117-210
PP	117-147	117-188
S1	117-104	117-166

Download as Excel Spreadsheet

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

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