ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	115-280	116-030	0-070	0.2%	115-160
High	116-010	116-230	0-220	0.6%	116-020
Low	115-220	116-000	0-100	0.3%	115-060
Close	115-310	116-220	0-230	0.6%	115-310
Range	0-110	0-230	0-120	109.1%	0-280
ATR	0-117	0-126	0-009	7.5%	0-000
Volume	80,830	62,898	-17,932	-22.2%	233,361

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-200	118-120	117-026
R3	117-290	117-210	116-283
R2	117-060	117-060	116-262
R1	116-300	116-300	116-241	117-020
PP	116-150	116-150	116-150	116-170
S1	116-070	116-070	116-199	116-110
S2	115-240	115-240	116-178
S3	115-010	115-160	116-157
S4	114-100	114-250	116-094

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	116-230	115-060	1-170	1.3%	0-158	0.4%	98%	True	False	56,223
10	116-230	115-040	1-190	1.4%	0-143	0.4%	98%	True	False	32,908
20	117-240	115-040	2-200	2.2%	0-115	0.3%	60%	False	False	18,380

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	0-027
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	119-248
2.618	118-192
1.618	117-282
1.000	117-140
0.618	117-052
HIGH	116-230
0.618	116-142
0.500	116-115
0.382	116-088
LOW	116-000
0.618	115-178
1.000	115-090
1.618	114-268
2.618	114-038
4.250	112-302

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	116-185	116-162
PP	116-150	116-103
S1	116-115	116-045

Download as Excel Spreadsheet

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

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