ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 117-047 117-227 0-180 0.5% 117-232
High 117-242 117-275 0-033 0.1% 118-045
Low 116-287 117-150 0-183 0.5% 116-287
Close 117-232 117-217 -0-015 0.0% 117-232
Range 0-275 0-125 -0-150 -54.5% 1-078
ATR 0-164 0-161 -0-003 -1.7% 0-000
Volume 29,888 14,592 -15,296 -51.2% 466,050
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-269 118-208 117-286
R3 118-144 118-083 117-251
R2 118-019 118-019 117-240
R1 117-278 117-278 117-228 117-246
PP 117-214 117-214 117-214 117-198
S1 117-153 117-153 117-206 117-121
S2 117-089 117-089 117-194
S3 116-284 117-028 117-183
S4 116-159 116-223 117-148
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% 0-185 0.5% 63% False False 54,734
10 118-045 116-287 1-078 1.1% 0-157 0.4% 63% False False 311,721
20 118-045 116-060 1-305 1.7% 0-152 0.4% 76% False False 454,389
40 118-240 116-060 2-180 2.2% 0-160 0.4% 58% False False 504,740
60 118-240 116-060 2-180 2.2% 0-171 0.5% 58% False False 460,651
80 121-010 116-060 4-270 4.1% 0-180 0.5% 31% False False 414,593
100 121-260 116-060 5-200 4.8% 0-156 0.4% 27% False False 331,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-166
2.618 118-282
1.618 118-157
1.000 118-080
0.618 118-032
HIGH 117-275
0.618 117-227
0.500 117-212
0.382 117-198
LOW 117-150
0.618 117-073
1.000 117-025
1.618 116-268
2.618 116-143
4.250 115-259
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 117-216 117-185
PP 117-214 117-153
S1 117-212 117-121

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

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