ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	118-100	118-127	0-027	0.1%	117-227
High	118-190	118-277	0-087	0.2%	118-190
Low	118-075	118-127	0-052	0.1%	117-132
Close	118-112	118-215	0-103	0.3%	118-112
Range	0-115	0-150	0-035	30.4%	1-058
ATR	0-155	0-155	0-001	0.5%	0-000
Volume	6,875	5,077	-1,798	-26.2%	57,098

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-016	119-266	118-298
R3	119-186	119-116	118-256
R2	119-036	119-036	118-242
R1	118-286	118-286	118-229	119-001
PP	118-206	118-206	118-206	118-224
S1	118-136	118-136	118-201	118-171
S2	118-056	118-056	118-188
S3	117-226	117-306	118-174
S4	117-076	117-156	118-132

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-212	121-060	119-000
R3	120-154	120-002	118-216
R2	119-096	119-096	118-181
R1	118-264	118-264	118-147	119-020
PP	118-038	118-038	118-038	118-076
S1	117-206	117-206	118-077	117-282
S2	116-300	116-300	118-043
S3	115-242	116-148	118-008
S4	114-184	115-090	117-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-277	117-132	1-145	1.2%	0-139	0.4%	87%	True	False	9,516
10	118-277	116-287	1-310	1.7%	0-162	0.4%	90%	True	False	32,125
20	118-277	116-067	2-210	2.2%	0-146	0.4%	93%	True	False	300,218
40	118-277	116-060	2-217	2.3%	0-156	0.4%	93%	True	False	444,663
60	118-277	116-060	2-217	2.3%	0-162	0.4%	93%	True	False	418,856
80	120-060	116-060	4-000	3.4%	0-175	0.5%	62%	False	False	414,686
100	121-260	116-060	5-200	4.7%	0-163	0.4%	44%	False	False	332,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-274
2.618	120-030
1.618	119-200
1.000	119-107
0.618	119-050
HIGH	118-277
0.618	118-220
0.500	118-202
0.382	118-184
LOW	118-127
0.618	118-034
1.000	117-297
1.618	117-204
2.618	117-054
4.250	116-130

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	118-211	118-180
PP	118-206	118-145
S1	118-202	118-110

Download as Excel Spreadsheet

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

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