ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 117-040 117-050 0-010 0.0% 116-260
High 117-120 117-100 -0-020 -0.1% 117-130
Low 117-020 117-050 0-030 0.1% 116-260
Close 117-130 117-220 0-090 0.2% 117-220
Range 0-100 0-050 -0-050 -50.0% 0-190
ATR 0-069 0-070 0-001 1.1% 0-000
Volume 1,535 429 -1,106 -72.1% 6,274
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 117-273 117-297 117-248
R3 117-223 117-247 117-234
R2 117-173 117-173 117-229
R1 117-197 117-197 117-225 117-185
PP 117-123 117-123 117-123 117-118
S1 117-147 117-147 117-215 117-135
S2 117-073 117-073 117-211
S3 117-023 117-097 117-206
S4 116-293 117-047 117-192
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-027 118-313 118-004
R3 118-157 118-123 117-272
R2 117-287 117-287 117-255
R1 117-253 117-253 117-237 117-270
PP 117-097 117-097 117-097 117-105
S1 117-063 117-063 117-203 117-080
S2 116-227 116-227 117-185
S3 116-037 116-193 117-168
S4 115-167 116-003 117-116
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% 0-076 0.2% 147% False False 1,254
10 117-130 116-260 0-190 0.5% 0-049 0.1% 147% False False 869
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 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-312
2.618 117-231
1.618 117-181
1.000 117-150
0.618 117-131
HIGH 117-100
0.618 117-081
0.500 117-075
0.382 117-069
LOW 117-050
0.618 117-019
1.000 117-000
1.618 116-289
2.618 116-239
4.250 116-158
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 117-172 117-170
PP 117-123 117-120
S1 117-075 117-070

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

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