ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	115-220	115-040	-0-180	-0.5%	117-240
High	115-230	115-190	-0-040	-0.1%	117-240
Low	115-080	115-040	-0-040	-0.1%	115-240
Close	115-090	115-210	0-120	0.3%	115-270
Range	0-150	0-150	0-000	0.0%	2-000
ATR	0-100	0-104	0-004	3.6%	0-000
Volume	5,102	5,686	584	11.4%	20,667

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-277	116-233	115-292
R3	116-127	116-083	115-251
R2	115-297	115-297	115-238
R1	115-253	115-253	115-224	115-275
PP	115-147	115-147	115-147	115-158
S1	115-103	115-103	115-196	115-125
S2	114-317	114-317	115-182
S3	114-167	114-273	115-169
S4	114-017	114-123	115-128

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	116-240	115-040	1-200	1.4%	0-144	0.4%	33%	False	True	6,931
10	117-240	115-040	2-200	2.3%	0-097	0.3%	20%	False	True	4,623
20	117-240	115-040	2-200	2.3%	0-066	0.2%	20%	False	True	2,651

Crabel Price Patterns
NR	False
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	0-005

Fibonacci Retracements and Extensions
4.250	117-188
2.618	116-263
1.618	116-113
1.000	116-020
0.618	115-283
HIGH	115-190
0.618	115-133
0.500	115-115
0.382	115-097
LOW	115-040
0.618	114-267
1.000	114-210
1.618	114-117
2.618	113-287
4.250	113-042

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	115-178	115-192
PP	115-147	115-173
S1	115-115	115-155

Download as Excel Spreadsheet

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

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