ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 115-190 115-130 -0-060 -0.2% 115-270
High 115-220 115-230 0-010 0.0% 115-270
Low 115-070 115-130 0-060 0.2% 115-040
Close 115-080 115-140 0-060 0.2% 115-140
Range 0-150 0-100 -0-050 -33.3% 0-230
ATR 0-107 0-110 0-003 2.9% 0-000
Volume 10,688 11,346 658 6.2% 45,634
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-147 116-083 115-195
R3 116-047 115-303 115-168
R2 115-267 115-267 115-158
R1 115-203 115-203 115-149 115-235
PP 115-167 115-167 115-167 115-182
S1 115-103 115-103 115-131 115-135
S2 115-067 115-067 115-122
S3 114-287 115-003 115-112
S4 114-187 114-223 115-085
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-200 117-080 115-266
R3 116-290 116-170 115-203
R2 116-060 116-060 115-182
R1 115-260 115-260 115-161 115-205
PP 115-150 115-150 115-150 115-122
S1 115-030 115-030 115-119 114-295
S2 114-240 114-240 115-098
S3 114-010 114-120 115-077
S4 113-100 113-210 115-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-270 115-040 0-230 0.6% 0-128 0.3% 43% False False 9,126
10 117-240 115-040 2-200 2.3% 0-107 0.3% 12% False False 6,630
20 117-240 115-040 2-200 2.3% 0-078 0.2% 12% False False 3,749
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-015
2.618 116-172
1.618 116-072
1.000 116-010
0.618 115-292
HIGH 115-230
0.618 115-192
0.500 115-180
0.382 115-168
LOW 115-130
0.618 115-068
1.000 115-030
1.618 114-288
2.618 114-188
4.250 114-025
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 115-180 115-138
PP 115-167 115-137
S1 115-153 115-135

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

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