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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols