ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	116-260	116-290	0-030	0.1%	117-120
High	116-290	117-130	0-160	0.4%	117-120
Low	116-260	116-290	0-030	0.1%	116-260
Close	117-000	117-120	0-120	0.3%	117-000
Range	0-030	0-160	0-130	433.3%	0-180
ATR
Volume	1,215	190	-1,025	-84.4%	2,375

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-233	118-177	117-208
R3	118-073	118-017	117-164
R2	117-233	117-233	117-149
R1	117-177	117-177	117-135	117-205
PP	117-073	117-073	117-073	117-088
S1	117-017	117-017	117-105	117-045
S2	116-233	116-233	117-091
S3	116-073	116-177	117-076
S4	115-233	116-017	117-032

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	117-130	116-260	0-190	0.5%	0-038	0.1%	95%	True	False	754
10	117-190	116-260	0-250	0.7%	0-041	0.1%	72%	False	False	389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	119-170
2.618	118-229
1.618	118-069
1.000	117-290
0.618	117-229
HIGH	117-130
0.618	117-069
0.500	117-050
0.382	117-031
LOW	116-290
0.618	116-191
1.000	116-130
1.618	116-031
2.618	115-191
4.250	114-250

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	117-097	117-092
PP	117-073	117-063
S1	117-050	117-035

Download as Excel Spreadsheet

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

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