ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	116-242	116-065	-0-177	-0.5%	116-260
High	116-252	116-270	0-018	0.0%	117-067
Low	116-030	115-285	-0-065	-0.2%	115-285
Close	116-040	116-255	0-215	0.6%	116-255
Range	0-222	0-305	0-083	37.4%	1-102
ATR	0-134	0-146	0-012	9.1%	0-000
Volume	896,332	837,235	-59,097	-6.6%	3,695,760

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-118	119-012	117-103
R3	118-133	118-027	117-019
R2	117-148	117-148	116-311
R1	117-042	117-042	116-283	117-095
PP	116-163	116-163	116-163	116-190
S1	116-057	116-057	116-227	116-110
S2	115-178	115-178	116-199
S3	114-193	115-072	116-171
S4	113-208	114-087	116-087

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-188	120-004	117-167
R3	119-086	118-222	117-051
R2	117-304	117-304	117-012
R1	117-120	117-120	116-294	117-001
PP	116-202	116-202	116-202	116-143
S1	116-018	116-018	116-216	115-219
S2	115-100	115-100	116-178
S3	113-318	114-236	116-139
S4	112-216	113-134	116-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-067	115-285	1-102	1.1%	0-185	0.5%	69%	False	True	739,152
10	117-067	115-220	1-167	1.3%	0-160	0.4%	73%	False	False	521,126
20	117-067	115-040	2-027	1.8%	0-149	0.4%	80%	False	False	270,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	120-286
2.618	119-108
1.618	118-123
1.000	117-255
0.618	117-138
HIGH	116-270
0.618	116-153
0.500	116-118
0.382	116-082
LOW	115-285
0.618	115-097
1.000	114-300
1.618	114-112
2.618	113-127
4.250	111-269

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	116-209	116-229
PP	116-163	116-202
S1	116-118	116-176

Download as Excel Spreadsheet

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

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