ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	116-237	116-212	-0-025	-0.1%	116-260
High	116-297	116-260	-0-037	-0.1%	117-067
Low	116-165	116-150	-0-015	0.0%	115-285
Close	116-237	116-190	-0-047	-0.1%	116-255
Range	0-132	0-110	-0-022	-16.7%	1-102
ATR	0-145	0-142	-0-002	-1.7%	0-000
Volume	542,796	540,002	-2,794	-0.5%	3,695,760

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-210	117-150	116-250
R3	117-100	117-040	116-220
R2	116-310	116-310	116-210
R1	116-250	116-250	116-200	116-225
PP	116-200	116-200	116-200	116-188
S1	116-140	116-140	116-180	116-115
S2	116-090	116-090	116-170
S3	115-300	116-030	116-160
S4	115-190	115-240	116-130

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%	0-184	0.5%	53%	False	False	708,645
10	117-067	115-285	1-102	1.1%	0-151	0.4%	53%	False	False	615,033
20	117-067	115-040	2-027	1.8%	0-147	0.4%	70%	False	False	323,970
40	117-240	115-040	2-200	2.3%	0-101	0.3%	56%	False	False	163,041

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-042
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-088
2.618	117-228
1.618	117-118
1.000	117-050
0.618	117-008
HIGH	116-260
0.618	116-218
0.500	116-205
0.382	116-192
LOW	116-150
0.618	116-082
1.000	116-040
1.618	115-292
2.618	115-182
4.250	115-002

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	116-205	116-170
PP	116-200	116-151
S1	116-195	116-131

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols