ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	116-285	117-040	0-075	0.2%	116-030
High	117-040	117-067	0-027	0.1%	116-280
Low	116-182	116-237	0-055	0.1%	116-000
Close	117-010	116-267	-0-063	-0.2%	116-240
Range	0-178	0-150	-0-028	-15.7%	0-280
ATR	0-124	0-126	0-002	1.5%	0-000
Volume	746,888	726,863	-20,025	-2.7%	1,434,674

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-107	118-017	117-030
R3	117-277	117-187	116-308
R2	117-127	117-127	116-294
R1	117-037	117-037	116-281	117-007
PP	116-297	116-297	116-297	116-282
S1	116-207	116-207	116-253	116-177
S2	116-147	116-147	116-240
S3	115-317	116-057	116-226
S4	115-167	115-227	116-184

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	117-067	116-160	0-227	0.6%	0-122	0.3%	47%	True	False	595,671
10	117-067	115-110	1-277	1.6%	0-138	0.4%	80%	True	False	359,278
20	117-067	115-040	2-027	1.8%	0-130	0.3%	82%	True	False	184,429

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-064
2.618	118-140
1.618	117-310
1.000	117-217
0.618	117-160
HIGH	117-067
0.618	117-010
0.500	116-312
0.382	116-294
LOW	116-237
0.618	116-144
1.000	116-087
1.618	115-314
2.618	115-164
4.250	114-240

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	116-312	116-284
PP	116-297	116-279
S1	116-282	116-273

Download as Excel Spreadsheet

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

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