ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 117-080 116-260 -0-140 -0.4% 116-260
High 117-080 116-260 -0-140 -0.4% 117-130
Low 117-070 116-240 -0-150 -0.4% 116-260
Close 117-060 116-250 -0-130 -0.3% 117-220
Range 0-010 0-020 0-010 100.0% 0-190
ATR 0-073 0-078 0-005 6.6% 0-000
Volume 4,661 1,666 -2,995 -64.3% 6,274
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-310 116-300 116-261
R3 116-290 116-280 116-256
R2 116-270 116-270 116-254
R1 116-260 116-260 116-252 116-255
PP 116-250 116-250 116-250 116-248
S1 116-240 116-240 116-248 116-235
S2 116-230 116-230 116-246
S3 116-210 116-220 116-244
S4 116-190 116-200 116-239
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
5 117-240 116-240 1-000 0.9% 0-050 0.1% 3% False True 2,314
10 117-240 116-240 1-000 0.9% 0-048 0.1% 3% False True 1,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-025
2.618 116-312
1.618 116-292
1.000 116-280
0.618 116-272
HIGH 116-260
0.618 116-252
0.500 116-250
0.382 116-248
LOW 116-240
0.618 116-228
1.000 116-220
1.618 116-208
2.618 116-188
4.250 116-155
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 116-250 117-080
PP 116-250 117-030
S1 116-250 116-300

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

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