ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 117-100 117-040 -0-060 -0.2% 117-120
High 117-100 117-120 0-020 0.1% 117-120
Low 117-060 117-020 -0-040 -0.1% 116-260
Close 117-030 117-130 0-100 0.3% 117-000
Range 0-040 0-100 0-060 150.0% 0-180
ATR 0-000 0-069 0-069 0-000
Volume 2,905 1,535 -1,370 -47.2% 2,375
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-070 118-040 117-185
R3 117-290 117-260 117-158
R2 117-190 117-190 117-148
R1 117-160 117-160 117-139 117-175
PP 117-090 117-090 117-090 117-098
S1 117-060 117-060 117-121 117-075
S2 116-310 116-310 117-112
S3 116-210 116-280 117-102
S4 116-110 116-180 117-075
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% 0-066 0.2% 100% False False 1,184
10 117-150 116-260 0-210 0.6% 0-044 0.1% 90% False False 827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-225
2.618 118-062
1.618 117-282
1.000 117-220
0.618 117-182
HIGH 117-120
0.618 117-082
0.500 117-070
0.382 117-058
LOW 117-020
0.618 116-278
1.000 116-240
1.618 116-178
2.618 116-078
4.250 115-235
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 117-110 117-103
PP 117-090 117-077
S1 117-070 117-050

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

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