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

Download as Excel Spreadsheet

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

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