ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	118-165	119-127	0-282	0.7%	117-227
High	119-140	119-127	-0-013	0.0%	118-190
Low	118-165	118-250	0-085	0.2%	117-132
Close	119-047	118-310	-0-057	-0.1%	118-112
Range	0-295	0-197	-0-098	-33.2%	1-058
ATR	0-171	0-173	0-002	1.1%	0-000
Volume	6,298	3,141	-3,157	-50.1%	57,098

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-287	120-175	119-098
R3	120-090	119-298	119-044
R2	119-213	119-213	119-026
R1	119-101	119-101	119-008	119-058
PP	119-016	119-016	119-016	118-314
S1	118-224	118-224	118-292	118-182
S2	118-139	118-139	118-274
S3	117-262	118-027	118-256
S4	117-065	117-150	118-202

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	118-075	1-065	1.0%	0-201	0.5%	61%	False	False	5,344
10	119-140	116-287	2-173	2.1%	0-184	0.5%	82%	False	False	10,683
20	119-140	116-160	2-300	2.5%	0-165	0.4%	84%	False	False	220,634
40	119-140	116-060	3-080	2.7%	0-163	0.4%	86%	False	False	408,337
60	119-140	116-060	3-080	2.7%	0-166	0.4%	86%	False	False	398,145
80	120-060	116-060	4-000	3.4%	0-180	0.5%	70%	False	False	413,846
100	121-260	116-060	5-200	4.7%	0-170	0.4%	49%	False	False	332,508

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-004
2.618	121-003
1.618	120-126
1.000	120-004
0.618	119-249
HIGH	119-127
0.618	119-052
0.500	119-028
0.382	119-005
LOW	118-250
0.618	118-128
1.000	118-053
1.618	117-251
2.618	117-054
4.250	116-053

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	119-028	118-312
PP	119-016	118-312
S1	119-003	118-311

Download as Excel Spreadsheet

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

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