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

Download as Excel Spreadsheet

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

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