ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	115-160	115-110	-0-050	-0.1%	115-270
High	115-190	115-210	0-020	0.1%	115-270
Low	115-100	115-060	-0-040	-0.1%	115-040
Close	115-160	115-190	0-030	0.1%	115-140
Range	0-090	0-150	0-060	66.7%	0-230
ATR	0-109	0-112	0-003	2.7%	0-000
Volume	15,141	22,304	7,163	47.3%	45,634

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-283	116-227	115-272
R3	116-133	116-077	115-231
R2	115-303	115-303	115-218
R1	115-247	115-247	115-204	115-275
PP	115-153	115-153	115-153	115-168
S1	115-097	115-097	115-176	115-125
S2	115-003	115-003	115-162
S3	114-173	114-267	115-149
S4	114-023	114-117	115-108

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%	79%	False	False	13,033
10	116-260	115-040	1-220	1.5%	0-123	0.3%	28%	False	False	9,580
20	117-240	115-040	2-200	2.3%	0-084	0.2%	18%	False	False	5,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-208
2.618	116-283
1.618	116-133
1.000	116-040
0.618	115-303
HIGH	115-210
0.618	115-153
0.500	115-135
0.382	115-117
LOW	115-060
0.618	114-287
1.000	114-230
1.618	114-137
2.618	113-307
4.250	113-062

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	115-172	115-175
PP	115-153	115-160
S1	115-135	115-145

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