ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	115-110	115-170	0-060	0.2%	115-270
High	115-210	115-250	0-040	0.1%	115-270
Low	115-060	115-110	0-050	0.1%	115-040
Close	115-190	115-170	-0-020	-0.1%	115-140
Range	0-150	0-140	-0-010	-6.7%	0-230
ATR	0-112	0-114	0-002	1.8%	0-000
Volume	22,304	44,467	22,163	99.4%	45,634

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-277	116-203	115-247
R3	116-137	116-063	115-208
R2	115-317	115-317	115-196
R1	115-243	115-243	115-183	115-240
PP	115-177	115-177	115-177	115-175
S1	115-103	115-103	115-157	115-100
S2	115-037	115-037	115-144
S3	114-217	114-283	115-132
S4	114-077	114-143	115-093

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	115-250	115-060	0-190	0.5%	0-126	0.3%	58%	True	False	20,789
10	116-240	115-040	1-200	1.4%	0-135	0.4%	25%	False	False	13,860
20	117-240	115-040	2-200	2.3%	0-092	0.2%	15%	False	False	7,840

Crabel Price Patterns
NR	True
NR4	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-205
2.618	116-297
1.618	116-157
1.000	116-070
0.618	116-017
HIGH	115-250
0.618	115-197
0.500	115-180
0.382	115-163
LOW	115-110
0.618	115-023
1.000	114-290
1.618	114-203
2.618	114-063
4.250	113-155

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	115-180	115-165
PP	115-177	115-160
S1	115-173	115-155

Download as Excel Spreadsheet

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

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