ECBOT 5 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	119-127	118-222	-0-225	-0.6%	118-127
High	119-127	119-005	-0-122	-0.3%	119-140
Low	118-250	118-220	-0-030	-0.1%	118-127
Close	118-310	118-265	-0-045	-0.1%	118-265
Range	0-197	0-105	-0-092	-46.7%	1-013
ATR	0-173	0-168	-0-005	-2.8%	0-000
Volume	3,141	3,000	-141	-4.5%	22,845

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-265	119-210	119-003
R3	119-160	119-105	118-294
R2	119-055	119-055	118-284
R1	119-000	119-000	118-275	119-028
PP	118-270	118-270	118-270	118-284
S1	118-215	118-215	118-255	118-242
S2	118-165	118-165	118-246
S3	118-060	118-110	118-236
S4	117-275	118-005	118-207

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-003	121-147	119-128
R3	120-310	120-134	119-037
R2	119-297	119-297	119-006
R1	119-121	119-121	118-296	119-209
PP	118-284	118-284	118-284	119-008
S1	118-108	118-108	118-234	118-196
S2	117-271	117-271	118-204
S3	116-258	117-095	118-173
S4	115-245	116-082	118-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	118-127	1-013	0.9%	0-199	0.5%	41%	False	False	4,569
10	119-140	117-132	2-008	1.7%	0-166	0.4%	70%	False	False	7,994
20	119-140	116-220	2-240	2.3%	0-161	0.4%	78%	False	False	183,834
40	119-140	116-060	3-080	2.7%	0-160	0.4%	81%	False	False	393,313
60	119-140	116-060	3-080	2.7%	0-165	0.4%	81%	False	False	392,782
80	120-060	116-060	4-000	3.4%	0-179	0.5%	66%	False	False	413,281
100	121-260	116-060	5-200	4.7%	0-170	0.4%	47%	False	False	332,537

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-012
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	120-131
2.618	119-280
1.618	119-175
1.000	119-110
0.618	119-070
HIGH	119-005
0.618	118-285
0.500	118-272
0.382	118-260
LOW	118-220
0.618	118-155
1.000	118-115
1.618	118-050
2.618	117-265
4.250	117-094

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	118-272	118-312
PP	118-270	118-297
S1	118-268	118-281

Download as Excel Spreadsheet

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

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