ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	116-192	116-297	0-105	0.3%	116-260
High	117-025	117-180	0-155	0.4%	117-067
Low	116-177	116-285	0-108	0.3%	115-285
Close	116-302	117-135	0-153	0.4%	116-255
Range	0-168	0-215	0-047	28.0%	1-102
ATR	0-144	0-149	0-005	3.5%	0-000
Volume	552,229	775,978	223,749	40.5%	3,695,760

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-098	119-012	117-253
R3	118-203	118-117	117-194
R2	117-308	117-308	117-174
R1	117-222	117-222	117-155	117-265
PP	117-093	117-093	117-093	117-115
S1	117-007	117-007	117-115	117-050
S2	116-198	116-198	117-096
S3	115-303	116-112	117-076
S4	115-088	115-217	117-017

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	117-180	115-285	1-215	1.4%	0-186	0.5%	92%	True	False	649,648
10	117-180	115-285	1-215	1.4%	0-164	0.4%	92%	True	False	670,334
20	117-180	115-060	2-120	2.0%	0-151	0.4%	94%	True	False	389,841
40	117-240	115-040	2-200	2.2%	0-108	0.3%	88%	False	False	196,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-134
2.618	119-103
1.618	118-208
1.000	118-075
0.618	117-313
HIGH	117-180
0.618	117-098
0.500	117-072
0.382	117-047
LOW	116-285
0.618	116-152
1.000	116-070
1.618	115-257
2.618	115-042
4.250	114-011

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	117-114	117-092
PP	117-093	117-048
S1	117-072	117-005

Download as Excel Spreadsheet

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

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