ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	118-185	118-165	-0-020	-0.1%	117-227
High	119-112	119-140	0-028	0.1%	118-190
Low	118-185	118-165	-0-020	-0.1%	117-132
Close	118-210	119-047	0-157	0.4%	118-112
Range	0-247	0-295	0-048	19.4%	1-058
ATR	0-162	0-171	0-010	5.9%	0-000
Volume	5,329	6,298	969	18.2%	57,098

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-256	121-126	119-209
R3	120-281	120-151	119-128
R2	119-306	119-306	119-101
R1	119-176	119-176	119-074	119-241
PP	119-011	119-011	119-011	119-043
S1	118-201	118-201	119-020	118-266
S2	118-036	118-036	118-313
S3	117-061	117-226	118-286
S4	116-086	116-251	118-205

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	119-140	117-262	1-198	1.4%	0-196	0.5%	82%	True	False	6,150
10	119-140	116-287	2-173	2.1%	0-185	0.5%	89%	True	False	14,202
20	119-140	116-117	3-023	2.6%	0-161	0.4%	91%	True	False	252,625
40	119-140	116-060	3-080	2.7%	0-161	0.4%	91%	True	False	417,694
60	119-140	116-060	3-080	2.7%	0-165	0.4%	91%	True	False	404,252
80	120-060	116-060	4-000	3.4%	0-179	0.5%	74%	False	False	414,303
100	121-260	116-060	5-200	4.7%	0-168	0.4%	53%	False	False	332,478

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	0-024
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	123-114
2.618	121-272
1.618	120-297
1.000	120-115
0.618	120-002
HIGH	119-140
0.618	119-027
0.500	118-312
0.382	118-278
LOW	118-165
0.618	117-303
1.000	117-190
1.618	117-008
2.618	116-033
4.250	114-191

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	119-029	119-022
PP	119-011	118-318
S1	118-312	118-294

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols