ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	115-170	115-190	0-020	0.1%	115-270
High	115-250	116-020	0-090	0.2%	115-270
Low	115-110	115-180	0-070	0.2%	115-040
Close	115-170	115-300	0-130	0.4%	115-140
Range	0-140	0-160	0-020	14.3%	0-230
ATR	0-114	0-118	0-004	3.5%	0-000
Volume	44,467	70,619	26,152	58.8%	45,634

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-113	117-047	116-068
R3	116-273	116-207	116-024
R2	116-113	116-113	116-009
R1	116-047	116-047	115-315	116-080
PP	115-273	115-273	115-273	115-290
S1	115-207	115-207	115-285	115-240
S2	115-113	115-113	115-271
S3	114-273	115-047	115-256
S4	114-113	114-207	115-212

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	116-020	115-060	0-280	0.8%	0-128	0.3%	86%	True	False	32,775
10	116-120	115-040	1-080	1.1%	0-138	0.4%	65%	False	False	20,590
20	117-240	115-040	2-200	2.3%	0-100	0.3%	31%	False	False	11,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	118-060
2.618	117-119
1.618	116-279
1.000	116-180
0.618	116-119
HIGH	116-020
0.618	115-279
0.500	115-260
0.382	115-241
LOW	115-180
0.618	115-081
1.000	115-020
1.618	114-241
2.618	114-081
4.250	113-140

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	115-287	115-267
PP	115-273	115-233
S1	115-260	115-200

Download as Excel Spreadsheet

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

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