ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	116-220	116-120	-0-100	-0.3%	117-240
High	116-240	116-120	-0-120	-0.3%	117-240
Low	116-110	115-240	-0-190	-0.5%	115-240
Close	116-150	115-270	-0-200	-0.5%	115-270
Range	0-130	0-200	0-070	53.8%	2-000
ATR	0-082	0-093	0-011	12.9%	0-000
Volume	3,317	7,740	4,423	133.3%	20,667

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-277	117-153	116-060
R3	117-077	116-273	116-005
R2	116-197	116-197	115-307
R1	116-073	116-073	115-288	116-035
PP	115-317	115-317	115-317	115-298
S1	115-193	115-193	115-252	115-155
S2	115-117	115-117	115-233
S3	114-237	114-313	115-215
S4	114-037	114-113	115-160

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-143	121-047	116-302
R3	120-143	119-047	116-126
R2	118-143	118-143	116-067
R1	117-047	117-047	116-009	116-255
PP	116-143	116-143	116-143	116-088
S1	115-047	115-047	115-211	114-255
S2	114-143	114-143	115-153
S3	112-143	113-047	115-094
S4	110-143	111-047	114-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-240	115-240	2-000	1.7%	0-086	0.2%	5%	False	True	4,133
10	117-240	115-240	2-000	1.7%	0-081	0.2%	5%	False	True	2,694

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	0-004
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	119-010
2.618	118-004
1.618	117-124
1.000	117-000
0.618	116-244
HIGH	116-120
0.618	116-044
0.500	116-020
0.382	115-316
LOW	115-240
0.618	115-116
1.000	115-040
1.618	114-236
2.618	114-036
4.250	113-030

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	116-020	116-090
PP	115-317	116-043
S1	115-293	115-317

Download as Excel Spreadsheet

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

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