ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 115-130 115-160 0-030 0.1% 115-270
High 115-230 115-190 -0-040 -0.1% 115-270
Low 115-130 115-100 -0-030 -0.1% 115-040
Close 115-140 115-160 0-020 0.1% 115-140
Range 0-100 0-090 -0-010 -10.0% 0-230
ATR 0-110 0-109 -0-001 -1.3% 0-000
Volume 11,346 15,141 3,795 33.4% 45,634
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-100 116-060 115-210
R3 116-010 115-290 115-185
R2 115-240 115-240 115-176
R1 115-200 115-200 115-168 115-205
PP 115-150 115-150 115-150 115-152
S1 115-110 115-110 115-152 115-115
S2 115-060 115-060 115-144
S3 114-290 115-020 115-135
S4 114-200 114-250 115-110
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
5 115-230 115-040 0-190 0.5% 0-128 0.3% 63% False False 9,592
10 117-080 115-040 2-040 1.8% 0-109 0.3% 18% False False 7,815
20 117-240 115-040 2-200 2.3% 0-082 0.2% 14% False False 4,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-252
2.618 116-106
1.618 116-016
1.000 115-280
0.618 115-246
HIGH 115-190
0.618 115-156
0.500 115-145
0.382 115-134
LOW 115-100
0.618 115-044
1.000 115-010
1.618 114-274
2.618 114-184
4.250 114-038
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 115-155 115-157
PP 115-150 115-153
S1 115-145 115-150

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

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