ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	115-040	115-190	0-150	0.4%	117-240
High	115-190	115-220	0-030	0.1%	117-240
Low	115-040	115-070	0-030	0.1%	115-240
Close	115-210	115-080	-0-130	-0.4%	115-270
Range	0-150	0-150	0-000	0.0%	2-000
ATR	0-104	0-107	0-003	3.2%	0-000
Volume	5,686	10,688	5,002	88.0%	20,667

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-253	116-157	115-162
R3	116-103	116-007	115-121
R2	115-273	115-273	115-108
R1	115-177	115-177	115-094	115-150
PP	115-123	115-123	115-123	115-110
S1	115-027	115-027	115-066	115-000
S2	114-293	114-293	115-052
S3	114-143	114-197	115-039
S4	113-313	114-047	114-318

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	116-120	115-040	1-080	1.1%	0-148	0.4%	10%	False	False	8,405
10	117-240	115-040	2-200	2.3%	0-102	0.3%	5%	False	False	5,538
20	117-240	115-040	2-200	2.3%	0-073	0.2%	5%	False	False	3,182

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	0-006

Fibonacci Retracements and Extensions
4.250	117-218
2.618	116-293
1.618	116-143
1.000	116-050
0.618	115-313
HIGH	115-220
0.618	115-163
0.500	115-145
0.382	115-127
LOW	115-070
0.618	114-297
1.000	114-240
1.618	114-147
2.618	113-317
4.250	113-072

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	115-145	115-135
PP	115-123	115-117
S1	115-102	115-098

Download as Excel Spreadsheet

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

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