ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	116-290	117-100	0-130	0.3%	117-120
High	117-130	117-100	-0-030	-0.1%	117-120
Low	116-290	117-060	0-090	0.2%	116-260
Close	117-120	117-030	-0-090	-0.2%	117-000
Range	0-160	0-040	-0-120	-75.0%	0-180
ATR
Volume	190	2,905	2,715	1,428.9%	2,375

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-183	117-147	117-052
R3	117-143	117-107	117-041
R2	117-103	117-103	117-037
R1	117-067	117-067	117-034	117-065
PP	117-063	117-063	117-063	117-062
S1	117-027	117-027	117-026	117-025
S2	117-023	117-023	117-023
S3	116-303	116-307	117-019
S4	116-263	116-267	117-008

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%	0-046	0.1%	47%	False	False	1,327
10	117-150	116-260	0-210	0.6%	0-034	0.1%	43%	False	False	679

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-270
2.618	117-205
1.618	117-165
1.000	117-140
0.618	117-125
HIGH	117-100
0.618	117-085
0.500	117-080
0.382	117-075
LOW	117-060
0.618	117-035
1.000	117-020
1.618	116-315
2.618	116-275
4.250	116-210

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	117-080	117-035
PP	117-063	117-033
S1	117-047	117-032

Download as Excel Spreadsheet

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

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