ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 115-190 115-280 0-090 0.2% 115-160
High 116-020 116-010 -0-010 0.0% 116-020
Low 115-180 115-220 0-040 0.1% 115-060
Close 115-300 115-310 0-010 0.0% 115-310
Range 0-160 0-110 -0-050 -31.3% 0-280
ATR 0-118 0-117 -0-001 -0.5% 0-000
Volume 70,619 80,830 10,211 14.5% 233,361
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-297 116-253 116-050
R3 116-187 116-143 116-020
R2 116-077 116-077 116-010
R1 116-033 116-033 116-000 116-055
PP 115-287 115-287 115-287 115-298
S1 115-243 115-243 115-300 115-265
S2 115-177 115-177 115-290
S3 115-067 115-133 115-280
S4 114-277 115-023 115-250
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-117 118-013 116-144
R3 117-157 117-053 116-067
R2 116-197 116-197 116-041
R1 116-093 116-093 116-016 116-145
PP 115-237 115-237 115-237 115-262
S1 115-133 115-133 115-284 115-185
S2 114-277 114-277 115-259
S3 113-317 114-173 115-233
S4 113-037 113-213 115-156
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% 0-130 0.4% 89% False False 46,672
10 116-020 115-040 0-300 0.8% 0-129 0.3% 90% False False 27,899
20 117-240 115-040 2-200 2.3% 0-105 0.3% 32% False False 15,296
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-158
2.618 116-298
1.618 116-188
1.000 116-120
0.618 116-078
HIGH 116-010
0.618 115-288
0.500 115-275
0.382 115-262
LOW 115-220
0.618 115-152
1.000 115-110
1.618 115-042
2.618 114-252
4.250 114-072
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 115-298 115-282
PP 115-287 115-253
S1 115-275 115-225

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

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