ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	116-120	115-270	-0-170	-0.5%	117-240
High	116-120	115-270	-0-170	-0.5%	117-240
Low	115-240	115-180	-0-060	-0.2%	115-240
Close	115-270	115-280	0-010	0.0%	115-270
Range	0-200	0-090	-0-110	-55.0%	2-000
ATR	0-093	0-093	0-000	-0.2%	0-000
Volume	7,740	12,812	5,072	65.5%	20,667

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-193	116-167	116-010
R3	116-103	116-077	115-305
R2	116-013	116-013	115-296
R1	115-307	115-307	115-288	116-000
PP	115-243	115-243	115-243	115-250
S1	115-217	115-217	115-272	115-230
S2	115-153	115-153	115-264
S3	115-063	115-127	115-255
S4	114-293	115-037	115-230

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	117-080	115-180	1-220	1.5%	0-090	0.2%	19%	False	True	6,039
10	117-240	115-180	2-060	1.9%	0-087	0.2%	14%	False	True	3,853
20	117-240	115-180	2-060	1.9%	0-056	0.2%	14%	False	True	2,112

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-012
2.618	116-186
1.618	116-096
1.000	116-040
0.618	116-006
HIGH	115-270
0.618	115-236
0.500	115-225
0.382	115-214
LOW	115-180
0.618	115-124
1.000	115-090
1.618	115-034
2.618	114-264
4.250	114-118

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	115-262	116-050
PP	115-243	116-020
S1	115-225	115-310

Download as Excel Spreadsheet

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

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