ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	115-270	115-220	-0-050	-0.1%	117-240
High	115-270	115-230	-0-040	-0.1%	117-240
Low	115-180	115-080	-0-100	-0.3%	115-240
Close	115-280	115-090	-0-190	-0.5%	115-270
Range	0-090	0-150	0-060	66.7%	2-000
ATR	0-093	0-100	0-008	8.3%	0-000
Volume	12,812	5,102	-7,710	-60.2%	20,667

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-263	116-167	115-172
R3	116-113	116-017	115-131
R2	115-283	115-283	115-118
R1	115-187	115-187	115-104	115-160
PP	115-133	115-133	115-133	115-120
S1	115-037	115-037	115-076	115-010
S2	114-303	114-303	115-062
S3	114-153	114-207	115-049
S4	114-003	114-057	115-008

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	116-260	115-080	1-180	1.4%	0-118	0.3%	2%	False	True	6,127
10	117-240	115-080	2-160	2.2%	0-086	0.2%	1%	False	True	4,345
20	117-240	115-080	2-160	2.2%	0-064	0.2%	1%	False	True	2,367

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	0-005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-228
2.618	116-303
1.618	116-153
1.000	116-060
0.618	116-003
HIGH	115-230
0.618	115-173
0.500	115-155
0.382	115-137
LOW	115-080
0.618	114-307
1.000	114-250
1.618	114-157
2.618	114-007
4.250	113-082

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	115-155	115-260
PP	115-133	115-203
S1	115-112	115-147

Download as Excel Spreadsheet

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

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