ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	116-170	116-190	0-020	0.1%	116-030
High	116-280	116-260	-0-020	-0.1%	116-280
Low	116-160	116-170	0-010	0.0%	116-000
Close	116-220	116-240	0-020	0.1%	116-240
Range	0-120	0-090	-0-030	-25.0%	0-280
ATR	0-126	0-123	-0-003	-2.0%	0-000
Volume	419,588	596,576	176,988	42.2%	1,434,674

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-173	117-137	116-290
R3	117-083	117-047	116-265
R2	116-313	116-313	116-256
R1	116-277	116-277	116-248	116-295
PP	116-223	116-223	116-223	116-232
S1	116-187	116-187	116-232	116-205
S2	116-133	116-133	116-224
S3	116-043	116-097	116-215
S4	115-273	116-007	116-190

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-053	118-267	117-074
R3	118-093	117-307	116-317
R2	117-133	117-133	116-291
R1	117-027	117-027	116-266	117-080
PP	116-173	116-173	116-173	116-200
S1	116-067	116-067	116-214	116-120
S2	115-213	115-213	116-189
S3	114-253	115-107	116-163
S4	113-293	114-147	116-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-280	115-220	1-060	1.0%	0-136	0.4%	89%	False	False	303,100
10	116-280	115-060	1-220	1.4%	0-132	0.4%	93%	False	False	167,938
20	117-240	115-040	2-200	2.2%	0-117	0.3%	62%	False	False	86,738

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-002
2.618	117-176
1.618	117-086
1.000	117-030
0.618	116-316
HIGH	116-260
0.618	116-226
0.500	116-215
0.382	116-204
LOW	116-170
0.618	116-114
1.000	116-080
1.618	116-024
2.618	115-254
4.250	115-108

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	116-232	116-230
PP	116-223	116-220
S1	116-215	116-210

Download as Excel Spreadsheet

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

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