ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	116-260	116-260	0-000	0.0%	117-120
High	116-260	116-290	0-030	0.1%	117-120
Low	116-260	116-260	0-000	0.0%	116-260
Close	117-000	117-000	0-000	0.0%	117-000
Range	0-000	0-030	0-030		0-180
ATR
Volume	77	1,215	1,138	1,477.9%	2,375

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-060	117-060	117-016
R3	117-030	117-030	117-008
R2	117-000	117-000	117-006
R1	117-000	117-000	117-003	117-000
PP	116-290	116-290	116-290	116-290
S1	116-290	116-290	116-317	116-290
S2	116-260	116-260	116-314
S3	116-230	116-260	116-312
S4	116-200	116-230	116-304

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-240	118-140	117-099
R3	118-060	117-280	117-050
R2	117-200	117-200	117-033
R1	117-100	117-100	117-016	117-060
PP	117-020	117-020	117-020	117-000
S1	116-240	116-240	116-304	116-200
S2	116-160	116-160	116-287
S3	115-300	116-060	116-270
S4	115-120	115-200	116-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-120	116-260	0-180	0.5%	0-028	0.1%	33%	False	True	718
10	117-190	116-260	0-250	0.7%	0-025	0.1%	24%	False	True	371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-098
2.618	117-049
1.618	117-019
1.000	117-000
0.618	116-309
HIGH	116-290
0.618	116-279
0.500	116-275
0.382	116-271
LOW	116-260
0.618	116-241
1.000	116-230
1.618	116-211
2.618	116-181
4.250	116-132

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	116-305	116-305
PP	116-290	116-290
S1	116-275	116-275

Download as Excel Spreadsheet

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

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