ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	116-030	116-210	0-180	0.5%	115-160
High	116-230	116-270	0-040	0.1%	116-020
Low	116-000	116-140	0-140	0.4%	115-060
Close	116-220	116-170	-0-050	-0.1%	115-310
Range	0-230	0-130	-0-100	-43.5%	0-280
ATR	0-126	0-126	0-000	0.2%	0-000
Volume	62,898	355,612	292,714	465.4%	233,361

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-263	117-187	116-242
R3	117-133	117-057	116-206
R2	117-003	117-003	116-194
R1	116-247	116-247	116-182	116-220
PP	116-193	116-193	116-193	116-180
S1	116-117	116-117	116-158	116-090
S2	116-063	116-063	116-146
S3	115-253	115-307	116-134
S4	115-123	115-177	116-098

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	116-270	115-110	1-160	1.3%	0-154	0.4%	79%	True	False	122,885
10	116-270	115-040	1-230	1.5%	0-141	0.4%	82%	True	False	67,959
20	117-240	115-040	2-200	2.3%	0-114	0.3%	54%	False	False	36,152

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-182
2.618	117-290
1.618	117-160
1.000	117-080
0.618	117-030
HIGH	116-270
0.618	116-220
0.500	116-205
0.382	116-190
LOW	116-140
0.618	116-060
1.000	116-010
1.618	115-250
2.618	115-120
4.250	114-228

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	116-205	116-142
PP	116-193	116-113
S1	116-182	116-085

Download as Excel Spreadsheet

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

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